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 ⓘ | 10.05% | 17.02% | 40.78% |
| Price Trend ⓘ | 0.83 | 0.94 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.54% | 8.09% | 16.03% |
| Max Drawdown ⓘ | -5.38% | -5.38% | -13.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 1.86 | 2.29 |
| Calmar Ratio ⓘ | 1.87 | 3.16 | 3.04 |
| Sortino Ratio ⓘ | 2.86 | 3.23 | 3.04 |