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 ⓘ | -13.53% | 7.68% | -1.77% |
| Price Trend ⓘ | -0.83 | 0.30 | 0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.10% | 21.75% | 38.85% |
| Max Drawdown ⓘ | -19.50% | -19.50% | -28.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.90 | 0.26 | -0.16 |
| Calmar Ratio ⓘ | -0.69 | 0.39 | -0.06 |
| Sortino Ratio ⓘ | -1.22 | 0.40 | -0.20 |