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 ⓘ | 18.76% | 16.72% | 11.77% |
| Price Trend ⓘ | 0.91 | 0.84 | 0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.39% | 29.09% | 39.84% |
| Max Drawdown ⓘ | -11.76% | -23.97% | -35.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.96 | 0.50 | 0.18 |
| Calmar Ratio ⓘ | 1.60 | 0.70 | 0.33 |
| Sortino Ratio ⓘ | 1.27 | 0.73 | 0.24 |