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 ⓘ | 2.70% | 16.79% | 34.38% |
| Price Trend ⓘ | 0.42 | 0.82 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.02% | 11.17% | 13.96% |
| Max Drawdown ⓘ | -8.51% | -8.51% | -8.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | 1.34 | 2.18 |
| Calmar Ratio ⓘ | 0.32 | 1.97 | 4.04 |
| Sortino Ratio ⓘ | 0.39 | 1.79 | 3.07 |