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 ⓘ | 14.70% | 19.52% | 15.42% |
| Price Trend ⓘ | 0.92 | 0.80 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.23% | 14.45% | 27.10% |
| Max Drawdown ⓘ | -5.78% | -9.21% | -27.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.34 | 1.21 | 0.42 |
| Calmar Ratio ⓘ | 2.54 | 2.12 | 0.56 |
| Sortino Ratio ⓘ | 2.35 | 2.01 | 0.51 |