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 ⓘ | -12.83% | -14.14% | 49.64% |
| Price Trend ⓘ | -0.76 | 0.33 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.93% | 29.14% | 36.40% |
| Max Drawdown ⓘ | -20.12% | -24.56% | -25.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.93 | -0.56 | 1.24 |
| Calmar Ratio ⓘ | -0.64 | -0.58 | 1.98 |
| Sortino Ratio ⓘ | -1.80 | -0.65 | 1.55 |