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 ⓘ | -1.46% | 7.67% | -16.92% |
| Price Trend ⓘ | 0.27 | 0.34 | -0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.37% | 21.65% | 35.92% |
| Max Drawdown ⓘ | -13.19% | -14.29% | -26.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 0.26 | -0.59 |
| Calmar Ratio ⓘ | -0.11 | 0.54 | -0.64 |
| Sortino Ratio ⓘ | -0.28 | 0.41 | -0.79 |