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 ⓘ | -0.12% | 1.15% | 15.45% |
| Price Trend ⓘ | -0.31 | -0.44 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.01% | 18.28% | 25.97% |
| Max Drawdown ⓘ | -8.68% | -14.64% | -14.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | -0.05 | 0.43 |
| Calmar Ratio ⓘ | -0.01 | 0.08 | 1.06 |
| Sortino Ratio ⓘ | -0.17 | -0.09 | 0.75 |