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 ⓘ | 51.07% | -24.02% | -40.57% |
| Price Trend ⓘ | 0.90 | -0.58 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.29% | 41.82% | 58.60% |
| Max Drawdown ⓘ | -11.42% | -52.77% | -62.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.98 | -0.62 | -0.76 |
| Calmar Ratio ⓘ | 4.47 | -0.46 | -0.65 |
| Sortino Ratio ⓘ | 3.26 | -0.68 | -0.96 |