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 ⓘ | -7.06% | 38.81% | -18.81% |
| Price Trend ⓘ | -0.56 | 0.71 | -0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.23% | 55.17% | 75.52% |
| Max Drawdown ⓘ | -26.18% | -26.18% | -58.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | 0.67 | -0.31 |
| Calmar Ratio ⓘ | -0.27 | 1.48 | -0.32 |
| Sortino Ratio ⓘ | -0.40 | 1.54 | -0.54 |