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 ⓘ | 34.03% | 20.38% | 21.53% |
| Price Trend ⓘ | 0.79 | 0.29 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.91% | 36.11% | 46.48% |
| Max Drawdown ⓘ | -16.92% | -31.31% | -39.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.23 | 0.51 | 0.38 |
| Calmar Ratio ⓘ | 2.01 | 0.65 | 0.55 |
| Sortino Ratio ⓘ | 2.45 | 0.79 | 0.56 |