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 ⓘ | 10.31% | 6.06% | 19.33% |
| Price Trend ⓘ | 0.98 | 0.76 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.98% | 18.35% | 21.18% |
| Max Drawdown ⓘ | -2.18% | -20.71% | -20.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.54 | 0.22 | 0.70 |
| Calmar Ratio ⓘ | 4.74 | 0.29 | 0.93 |
| Sortino Ratio ⓘ | 2.41 | 0.29 | 0.91 |