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 ⓘ | -7.10% | 11.13% | 44.03% |
| Price Trend ⓘ | -0.62 | 0.63 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.74% | 45.06% | 60.78% |
| Max Drawdown ⓘ | -18.87% | -25.93% | -46.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | 0.20 | 0.65 |
| Calmar Ratio ⓘ | -0.38 | 0.43 | 0.95 |
| Sortino Ratio ⓘ | -0.70 | 0.39 | 1.25 |