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 ⓘ | -0.69% | 1.12% | -2.74% |
| Price Trend ⓘ | -0.44 | 0.05 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.58% | 9.26% | 17.57% |
| Max Drawdown ⓘ | -5.55% | -5.55% | -16.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.25 | -0.10 | -0.40 |
| Calmar Ratio ⓘ | -0.13 | 0.20 | -0.17 |
| Sortino Ratio ⓘ | -0.33 | -0.14 | -0.52 |