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 ⓘ | 9.12% | -19.47% | -24.66% |
| Price Trend ⓘ | 0.71 | -0.59 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.43% | 34.38% | 51.28% |
| Max Drawdown ⓘ | -19.24% | -38.58% | -53.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | -0.62 | -0.56 |
| Calmar Ratio ⓘ | 0.47 | -0.50 | -0.46 |
| Sortino Ratio ⓘ | 0.38 | -0.88 | -0.89 |