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 ⓘ | 28.98% | 18.88% | 64.00% |
| Price Trend ⓘ | 0.78 | 0.06 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.45% | 37.81% | 56.83% |
| Max Drawdown ⓘ | -17.60% | -27.61% | -33.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.92 | 0.45 | 1.05 |
| Calmar Ratio ⓘ | 1.65 | 0.68 | 1.92 |
| Sortino Ratio ⓘ | 1.84 | 0.91 | 1.93 |