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 ⓘ | -2.98% | 11.71% | -4.35% |
| Price Trend ⓘ | -0.78 | 0.39 | 0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.67% | 17.27% | 28.33% |
| Max Drawdown ⓘ | -11.59% | -11.59% | -28.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.31 | 0.56 | -0.30 |
| Calmar Ratio ⓘ | -0.26 | 1.01 | -0.15 |
| Sortino Ratio ⓘ | -0.37 | 0.78 | -0.38 |