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 ⓘ | -0.16% | 10.04% | -9.22% |
| Price Trend ⓘ | -0.19 | 0.36 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.09% | 17.63% | 32.74% |
| Max Drawdown ⓘ | -10.16% | -10.16% | -29.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.09 | 0.45 | -0.41 |
| Calmar Ratio ⓘ | -0.02 | 0.99 | -0.31 |
| Sortino Ratio ⓘ | -0.13 | 0.70 | -0.49 |