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 ⓘ | 6.54% | 12.63% | 19.11% |
| Price Trend ⓘ | 0.87 | 0.94 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.07% | 6.78% | 15.07% |
| Max Drawdown ⓘ | -3.45% | -3.45% | -13.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.10 | 1.57 | 0.99 |
| Calmar Ratio ⓘ | 1.89 | 3.66 | 1.39 |
| Sortino Ratio ⓘ | 1.89 | 2.61 | 1.28 |