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 ⓘ | -4.86% | -0.35% | 18.35% |
| Price Trend ⓘ | -0.77 | 0.24 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.45% | 15.78% | 18.98% |
| Max Drawdown ⓘ | -8.30% | -12.68% | -12.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | -0.16 | 0.73 |
| Calmar Ratio ⓘ | -0.59 | -0.03 | 1.45 |
| Sortino Ratio ⓘ | -0.79 | -0.19 | 0.94 |