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 ⓘ | -9.09% | -4.90% | 2.88% |
| Price Trend ⓘ | -0.37 | -0.09 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.55% | 20.24% | 27.65% |
| Max Drawdown ⓘ | -10.41% | -12.74% | -15.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | -0.35 | -0.06 |
| Calmar Ratio ⓘ | -0.87 | -0.38 | 0.19 |
| Sortino Ratio ⓘ | -1.27 | -0.49 | -0.09 |