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 ⓘ | 11.72% | 10.28% | 14.21% |
| Price Trend ⓘ | 0.94 | 0.37 | 0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.03% | 13.81% | 24.97% |
| Max Drawdown ⓘ | -4.21% | -13.24% | -26.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.07 | 0.60 | 0.40 |
| Calmar Ratio ⓘ | 2.78 | 0.78 | 0.54 |
| Sortino Ratio ⓘ | 1.58 | 0.94 | 0.51 |