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 ⓘ | -4.06% | 1.41% | 15.23% |
| Price Trend ⓘ | -0.80 | 0.12 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.45% | 11.28% | 23.97% |
| Max Drawdown ⓘ | -8.15% | -9.59% | -19.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | -0.05 | 0.47 |
| Calmar Ratio ⓘ | -0.50 | 0.15 | 0.77 |
| Sortino Ratio ⓘ | -0.92 | -0.06 | 0.62 |