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 ⓘ | 7.74% | 10.38% | 19.32% |
| Price Trend ⓘ | 0.92 | 0.45 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.60% | 19.20% | 35.71% |
| Max Drawdown ⓘ | -7.06% | -14.02% | -31.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.54 | 0.44 | 0.43 |
| Calmar Ratio ⓘ | 1.10 | 0.74 | 0.61 |
| Sortino Ratio ⓘ | 0.61 | 0.61 | 0.50 |