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 ⓘ | 9.78% | 7.14% | 7.81% |
| Price Trend ⓘ | 0.71 | 0.55 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.29% | 15.51% | 23.01% |
| Max Drawdown ⓘ | -5.36% | -9.86% | -11.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.96 | 0.34 | 0.17 |
| Calmar Ratio ⓘ | 1.83 | 0.72 | 0.68 |
| Sortino Ratio ⓘ | 1.52 | 0.46 | 0.24 |