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 ⓘ | 4.64% | 11.58% | 27.47% |
| Price Trend ⓘ | 0.69 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.96% | 8.42% | 16.25% |
| Max Drawdown ⓘ | -5.36% | -5.36% | -13.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.61 | 1.13 | 1.43 |
| Calmar Ratio ⓘ | 0.87 | 2.16 | 2.05 |
| Sortino Ratio ⓘ | 1.01 | 1.90 | 1.89 |