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 ⓘ | -8.63% | 2.32% | 23.09% |
| Price Trend ⓘ | -0.82 | -0.40 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.00% | 34.83% | 52.66% |
| Max Drawdown ⓘ | -34.74% | -38.77% | -38.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | 0.01 | 0.36 |
| Calmar Ratio ⓘ | -0.25 | 0.06 | 0.60 |
| Sortino Ratio ⓘ | -0.52 | 0.02 | 0.53 |