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 ⓘ | -13.99% | 32.18% | 3.38% |
| Price Trend ⓘ | -0.84 | 0.44 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.81% | 42.77% | 75.45% |
| Max Drawdown ⓘ | -32.15% | -32.15% | -55.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | 0.70 | -0.01 |
| Calmar Ratio ⓘ | -0.44 | 1.00 | 0.06 |
| Sortino Ratio ⓘ | -0.78 | 1.16 | -0.02 |