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 ⓘ | -14.16% | 0.12% | 4.94% |
| Price Trend ⓘ | -0.54 | -0.12 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.45% | 24.27% | 33.88% |
| Max Drawdown ⓘ | -21.20% | -23.27% | -23.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.07 | 0.03 |
| Calmar Ratio ⓘ | -0.67 | 0.01 | 0.21 |
| Sortino Ratio ⓘ | -1.51 | -0.13 | 0.05 |