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 ⓘ | 13.91% | 22.78% | 92.03% |
| Price Trend ⓘ | 0.82 | 0.64 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.67% | 45.22% | 74.11% |
| Max Drawdown ⓘ | -15.77% | -25.38% | -40.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.38 | 0.46 | 1.19 |
| Calmar Ratio ⓘ | 0.88 | 0.90 | 2.25 |
| Sortino Ratio ⓘ | 0.67 | 0.82 | 2.25 |