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 ⓘ | 18.32% | 39.50% | 66.24% |
| Price Trend ⓘ | 0.93 | 0.98 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.91% | 14.58% | 22.38% |
| Max Drawdown ⓘ | -4.56% | -5.57% | -8.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.95 | 2.58 | 2.78 |
| Calmar Ratio ⓘ | 4.02 | 7.09 | 7.61 |
| Sortino Ratio ⓘ | 4.15 | 3.86 | 4.27 |