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 ⓘ | 4.98% | -35.41% | -26.08% |
| Price Trend ⓘ | 0.14 | -0.77 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.24% | 40.73% | 51.77% |
| Max Drawdown ⓘ | -19.39% | -50.74% | -50.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.18 | -0.92 | -0.58 |
| Calmar Ratio ⓘ | 0.26 | -0.70 | -0.51 |
| Sortino Ratio ⓘ | 0.27 | -0.92 | -0.67 |