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 ⓘ | 8.03% | 8.19% | 12.55% |
| Price Trend ⓘ | 0.90 | 0.13 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.68% | 25.88% | 43.00% |
| Max Drawdown ⓘ | -10.81% | -23.14% | -34.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.38 | 0.24 | 0.20 |
| Calmar Ratio ⓘ | 0.74 | 0.35 | 0.36 |
| Sortino Ratio ⓘ | 0.37 | 0.31 | 0.25 |