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 ⓘ | 1.68% | -19.91% | 8.56% |
| Price Trend ⓘ | -0.39 | -0.76 | -0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.84% | 35.75% | 50.14% |
| Max Drawdown ⓘ | -20.38% | -34.05% | -38.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.03 | -0.61 | 0.09 |
| Calmar Ratio ⓘ | 0.08 | -0.58 | 0.22 |
| Sortino Ratio ⓘ | 0.04 | -0.82 | 0.12 |