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 ⓘ | 6.86% | -8.34% | -3.78% |
| Price Trend ⓘ | 0.16 | -0.11 | -0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.22% | 17.23% | 21.74% |
| Max Drawdown ⓘ | -14.43% | -17.66% | -22.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.42 | -0.60 | -0.36 |
| Calmar Ratio ⓘ | 0.48 | -0.47 | -0.17 |
| Sortino Ratio ⓘ | 0.41 | -0.68 | -0.42 |