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 ⓘ | 0.31% | 19.46% | -9.63% |
| Price Trend ⓘ | -0.02 | 0.79 | 0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.94% | 21.90% | 36.64% |
| Max Drawdown ⓘ | -17.12% | -17.12% | -39.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | 0.79 | -0.38 |
| Calmar Ratio ⓘ | 0.02 | 1.14 | -0.24 |
| Sortino Ratio ⓘ | -0.06 | 1.25 | -0.51 |