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 ⓘ | -3.84% | 16.76% | 3.77% |
| Price Trend ⓘ | -0.69 | 0.51 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.95% | 36.23% | 55.24% |
| Max Drawdown ⓘ | -24.73% | -24.73% | -32.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.20 | 0.41 | -0.01 |
| Calmar Ratio ⓘ | -0.16 | 0.68 | 0.12 |
| Sortino Ratio ⓘ | -0.25 | 0.66 | -0.01 |