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 ⓘ | 33.23% | 21.33% | 24.76% |
| Price Trend ⓘ | 0.89 | 0.21 | 0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.09% | 29.63% | 40.23% |
| Max Drawdown ⓘ | -11.49% | -26.73% | -28.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.89 | 0.66 | 0.52 |
| Calmar Ratio ⓘ | 2.89 | 0.80 | 0.85 |
| Sortino Ratio ⓘ | 4.37 | 0.69 | 0.62 |