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 ⓘ | 12.92% | 21.82% | 53.04% |
| Price Trend ⓘ | 0.49 | 0.72 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.85% | 11.98% | 20.59% |
| Max Drawdown ⓘ | -8.41% | -8.42% | -14.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.21 | 1.66 | 2.37 |
| Calmar Ratio ⓘ | 1.54 | 2.59 | 3.62 |
| Sortino Ratio ⓘ | 2.26 | 2.84 | 3.29 |