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 ⓘ | -10.47% | 5.40% | 1.93% |
| Price Trend ⓘ | -0.09 | -0.37 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.43% | 19.79% | 26.15% |
| Max Drawdown ⓘ | -15.76% | -21.28% | -21.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | 0.18 | -0.08 |
| Calmar Ratio ⓘ | -0.66 | 0.25 | 0.09 |
| Sortino Ratio ⓘ | -1.23 | 0.26 | -0.11 |