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 ⓘ | -1.97% | 2.95% | 21.48% |
| Price Trend ⓘ | 0.05 | -0.16 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.54% | 24.79% | 34.75% |
| Max Drawdown ⓘ | -14.02% | -19.33% | -19.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | 0.03 | 0.49 |
| Calmar Ratio ⓘ | -0.14 | 0.15 | 1.11 |
| Sortino Ratio ⓘ | -0.35 | 0.04 | 0.58 |