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 ⓘ | 14.85% | 28.95% | 24.82% |
| Price Trend ⓘ | 0.45 | 0.85 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.51% | 13.00% | 21.82% |
| Max Drawdown ⓘ | -8.50% | -8.50% | -14.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.46 | 2.07 | 0.94 |
| Calmar Ratio ⓘ | 1.75 | 3.40 | 1.76 |
| Sortino Ratio ⓘ | 3.30 | 3.74 | 1.24 |