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 ⓘ | -11.73% | 14.42% | -8.92% |
| Price Trend ⓘ | 0.02 | 0.59 | 0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.79% | 26.28% | 42.06% |
| Max Drawdown ⓘ | -17.16% | -17.16% | -26.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.58 | 0.47 | -0.31 |
| Calmar Ratio ⓘ | -0.68 | 0.84 | -0.33 |
| Sortino Ratio ⓘ | -0.74 | 0.63 | -0.45 |