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 ⓘ | 8.37% | 39.92% | 49.42% |
| Price Trend ⓘ | 0.76 | 0.95 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.99% | 19.30% | 30.06% |
| Max Drawdown ⓘ | -13.86% | -13.86% | -22.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.57 | 1.96 | 1.50 |
| Calmar Ratio ⓘ | 0.60 | 2.88 | 2.24 |
| Sortino Ratio ⓘ | 0.53 | 2.49 | 2.03 |