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 ⓘ | -3.58% | -1.22% | 6.99% |
| Price Trend ⓘ | -0.77 | 0.24 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.08% | 16.50% | 20.24% |
| Max Drawdown ⓘ | -9.68% | -12.06% | -12.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | -0.20 | 0.12 |
| Calmar Ratio ⓘ | -0.37 | -0.10 | 0.57 |
| Sortino Ratio ⓘ | -0.78 | -0.31 | 0.17 |