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 ⓘ | -16.55% | 2.52% | 13.70% |
| Price Trend ⓘ | -0.63 | -0.23 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.22% | 24.49% | 34.29% |
| Max Drawdown ⓘ | -21.69% | -22.60% | -22.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.01 | 0.03 | 0.28 |
| Calmar Ratio ⓘ | -0.76 | 0.11 | 0.61 |
| Sortino Ratio ⓘ | -1.91 | 0.06 | 0.55 |