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 ⓘ | 7.63% | 10.42% | 27.00% |
| Price Trend ⓘ | 0.77 | 0.45 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.21% | 13.36% | 17.80% |
| Max Drawdown ⓘ | -7.76% | -10.40% | -11.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.73 | 0.64 | 1.30 |
| Calmar Ratio ⓘ | 0.98 | 1.00 | 2.32 |
| Sortino Ratio ⓘ | 1.36 | 1.04 | 1.96 |