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 ⓘ | -6.82% | -5.40% | 40.99% |
| Price Trend ⓘ | -0.85 | -0.70 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.45% | 18.57% | 25.73% |
| Max Drawdown ⓘ | -19.54% | -23.69% | -23.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.40 | 1.43 |
| Calmar Ratio ⓘ | -0.35 | -0.23 | 1.73 |
| Sortino Ratio ⓘ | -0.88 | -0.45 | 1.77 |