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 ⓘ | -4.69% | 2.22% | 1.25% |
| Price Trend ⓘ | -0.64 | 0.28 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.99% | 9.54% | 20.29% |
| Max Drawdown ⓘ | -9.50% | -9.50% | -19.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | 0.02 | -0.15 |
| Calmar Ratio ⓘ | -0.49 | 0.23 | 0.06 |
| Sortino Ratio ⓘ | -1.18 | 0.03 | -0.19 |