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 ⓘ | 7.68% | 28.28% | 30.64% |
| Price Trend ⓘ | 0.93 | 0.96 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.87% | 11.08% | 18.08% |
| Max Drawdown ⓘ | -3.46% | -4.14% | -10.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.85 | 2.37 | 1.47 |
| Calmar Ratio ⓘ | 2.22 | 6.84 | 2.96 |
| Sortino Ratio ⓘ | 1.50 | 4.62 | 2.45 |