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 ⓘ | -0.78% | 4.61% | -13.14% |
| Price Trend ⓘ | -0.02 | -0.70 | -0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.00% | 19.27% | 33.77% |
| Max Drawdown ⓘ | -12.61% | -18.52% | -31.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | 0.13 | -0.52 |
| Calmar Ratio ⓘ | -0.06 | 0.25 | -0.42 |
| Sortino Ratio ⓘ | -0.24 | 0.25 | -0.72 |