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 ⓘ | 5.88% | 31.27% | 36.63% |
| Price Trend ⓘ | 0.63 | 0.84 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.05% | 20.42% | 26.20% |
| Max Drawdown ⓘ | -10.49% | -12.65% | -12.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.35 | 1.44 | 1.25 |
| Calmar Ratio ⓘ | 0.56 | 2.47 | 2.90 |
| Sortino Ratio ⓘ | 0.67 | 2.93 | 2.45 |