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 ⓘ | 70.63% | 57.49% | 63.00% |
| Price Trend ⓘ | 0.85 | 0.51 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.96% | 39.57% | 56.50% |
| Max Drawdown ⓘ | -11.25% | -24.73% | -30.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.18 | 1.41 | 1.05 |
| Calmar Ratio ⓘ | 6.28 | 2.32 | 2.08 |
| Sortino Ratio ⓘ | 4.95 | 2.32 | 1.52 |