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 ⓘ | 0.82% | -4.79% | 2.77% |
| Price Trend ⓘ | -0.14 | -0.69 | -0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.05% | 15.37% | 21.69% |
| Max Drawdown ⓘ | -12.33% | -15.92% | -19.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.01 | -0.44 | -0.06 |
| Calmar Ratio ⓘ | 0.07 | -0.30 | 0.14 |
| Sortino Ratio ⓘ | -0.01 | -0.52 | -0.08 |