For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | 18.74% | 67.03% | 39.20% |
| Price Trend ⓘ | 0.70 | 0.85 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.27% | 26.33% | 40.67% |
| Max Drawdown ⓘ | -19.37% | -19.48% | -44.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 2.47 | 0.86 |
| Calmar Ratio ⓘ | 0.97 | 3.44 | 0.89 |
| Sortino Ratio ⓘ | 1.23 | 3.85 | 1.32 |