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 ⓘ | 23.68% | 15.09% | 19.48% |
| Price Trend ⓘ | 0.77 | 0.37 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.81% | 18.25% | 24.56% |
| Max Drawdown ⓘ | -5.05% | -11.96% | -13.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.53 | 0.72 | 0.63 |
| Calmar Ratio ⓘ | 4.69 | 1.26 | 1.46 |
| Sortino Ratio ⓘ | 4.22 | 1.23 | 0.93 |