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 ⓘ | 11.98% | 8.56% | 27.07% |
| Price Trend ⓘ | 0.11 | 0.80 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.23% | 17.14% | 29.37% |
| Max Drawdown ⓘ | -7.56% | -7.56% | -18.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.90 | 0.38 | 0.78 |
| Calmar Ratio ⓘ | 1.58 | 1.13 | 1.45 |
| Sortino Ratio ⓘ | 1.99 | 0.65 | 1.12 |