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 ⓘ | 26.94% | 24.59% | 120.44% |
| Price Trend ⓘ | 0.34 | 0.62 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.49% | 38.39% | 58.10% |
| Max Drawdown ⓘ | -19.51% | -21.37% | -27.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.94 | 0.59 | 2.00 |
| Calmar Ratio ⓘ | 1.38 | 1.15 | 4.37 |
| Sortino Ratio ⓘ | 1.93 | 1.25 | 3.96 |