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 ⓘ | 15.87% | 38.56% | 35.03% |
| Price Trend ⓘ | 0.87 | 0.94 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.79% | 17.28% | 34.93% |
| Max Drawdown ⓘ | -7.19% | -9.98% | -33.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.27 | 2.12 | 0.89 |
| Calmar Ratio ⓘ | 2.21 | 3.86 | 1.04 |
| Sortino Ratio ⓘ | 2.52 | 3.54 | 0.94 |