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 ⓘ | -0.25% | 0.06% | 35.88% |
| Price Trend ⓘ | -0.25 | -0.71 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.91% | 26.87% | 37.63% |
| Max Drawdown ⓘ | -19.59% | -23.18% | -23.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | -0.07 | 0.85 |
| Calmar Ratio ⓘ | -0.01 | 0.00 | 1.52 |
| Sortino Ratio ⓘ | -0.12 | -0.12 | 1.17 |