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 ⓘ | 11.09% | 24.92% | 21.79% |
| Price Trend ⓘ | 0.96 | 0.93 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.96% | 19.48% | 24.87% |
| Max Drawdown ⓘ | -4.83% | -14.80% | -21.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.26 | 1.17 | 0.69 |
| Calmar Ratio ⓘ | 2.30 | 1.68 | 1.00 |
| Sortino Ratio ⓘ | 2.49 | 2.20 | 1.01 |