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 ⓘ | 6.28% | 2.81% | 9.77% |
| Price Trend ⓘ | 0.87 | 0.70 | 0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.54% | 15.33% | 17.15% |
| Max Drawdown ⓘ | -3.29% | -14.72% | -17.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.94 | 0.05 | 0.31 |
| Calmar Ratio ⓘ | 1.91 | 0.19 | 0.55 |
| Sortino Ratio ⓘ | 1.73 | 0.06 | 0.41 |