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 ⓘ | -8.51% | -1.40% | 13.16% |
| Price Trend ⓘ | -0.82 | 0.12 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.92% | 20.71% | 34.89% |
| Max Drawdown ⓘ | -18.98% | -18.98% | -26.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.16 | 0.26 |
| Calmar Ratio ⓘ | -0.45 | -0.07 | 0.49 |
| Sortino Ratio ⓘ | -0.86 | -0.20 | 0.34 |