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 ⓘ | -3.50% | -1.01% | 0.88% |
| Price Trend ⓘ | -0.06 | 0.39 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.27% | 17.11% | 21.14% |
| Max Drawdown ⓘ | -11.80% | -11.80% | -11.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | -0.17 | -0.15 |
| Calmar Ratio ⓘ | -0.30 | -0.09 | 0.07 |
| Sortino Ratio ⓘ | -0.42 | -0.20 | -0.19 |