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 ⓘ | 14.66% | 9.63% | 28.28% |
| Price Trend ⓘ | 0.79 | 0.05 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.99% | 12.77% | 16.44% |
| Max Drawdown ⓘ | -10.38% | -15.52% | -16.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.38 | 0.61 | 1.48 |
| Calmar Ratio ⓘ | 1.41 | 0.62 | 1.68 |
| Sortino Ratio ⓘ | 2.56 | 1.00 | 2.25 |