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 ⓘ | -6.74% | 3.36% | 1.73% |
| Price Trend ⓘ | -0.88 | -0.42 | -0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.35% | 15.84% | 20.24% |
| Max Drawdown ⓘ | -11.02% | -11.76% | -14.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.94 | 0.08 | -0.14 |
| Calmar Ratio ⓘ | -0.61 | 0.29 | 0.12 |
| Sortino Ratio ⓘ | -1.30 | 0.10 | -0.18 |