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 ⓘ | -14.69% | 0.29% | 18.29% |
| Price Trend ⓘ | -0.87 | 0.26 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.30% | 18.95% | 23.54% |
| Max Drawdown ⓘ | -20.10% | -20.10% | -20.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.17 | -0.08 | 0.61 |
| Calmar Ratio ⓘ | -0.73 | 0.01 | 0.91 |
| Sortino Ratio ⓘ | -1.97 | -0.14 | 0.98 |