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 ⓘ | -4.66% | 8.94% | -1.73% |
| Price Trend ⓘ | -0.51 | -0.24 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.33% | 31.90% | 48.57% |
| Max Drawdown ⓘ | -24.26% | -24.77% | -34.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | 0.22 | -0.12 |
| Calmar Ratio ⓘ | -0.19 | 0.36 | -0.05 |
| Sortino Ratio ⓘ | -0.21 | 0.23 | -0.15 |