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 ⓘ | -3.96% | 15.67% | -1.02% |
| Price Trend ⓘ | -0.73 | 0.37 | 0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.02% | 20.29% | 36.17% |
| Max Drawdown ⓘ | -14.02% | -14.02% | -33.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 0.67 | -0.15 |
| Calmar Ratio ⓘ | -0.28 | 1.12 | -0.03 |
| Sortino Ratio ⓘ | -0.41 | 1.00 | -0.17 |