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 ⓘ | 8.60% | 12.02% | 26.15% |
| Price Trend ⓘ | 0.74 | 0.48 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.35% | 9.29% | 12.11% |
| Max Drawdown ⓘ | -8.58% | -8.90% | -8.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.05 | 1.10 | 1.83 |
| Calmar Ratio ⓘ | 1.00 | 1.35 | 2.94 |
| Sortino Ratio ⓘ | 1.84 | 1.71 | 2.66 |