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 ⓘ | 19.32% | 35.59% | 34.83% |
| Price Trend ⓘ | 0.89 | 0.86 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.15% | 20.31% | 39.86% |
| Max Drawdown ⓘ | -7.04% | -11.66% | -33.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.07 | 1.65 | 0.77 |
| Calmar Ratio ⓘ | 2.74 | 3.05 | 1.03 |
| Sortino Ratio ⓘ | 1.58 | 2.49 | 0.92 |