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 ⓘ | -5.35% | 3.77% | -0.27% |
| Price Trend ⓘ | -0.78 | 0.45 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.00% | 11.67% | 17.04% |
| Max Drawdown ⓘ | -9.84% | -9.84% | -9.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.78 | 0.17 | -0.25 |
| Calmar Ratio ⓘ | -0.54 | 0.38 | -0.03 |
| Sortino Ratio ⓘ | -1.07 | 0.26 | -0.39 |