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 ⓘ | -8.25% | 10.04% | -9.25% |
| Price Trend ⓘ | -0.22 | 0.24 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.99% | 18.40% | 25.74% |
| Max Drawdown ⓘ | -10.85% | -16.38% | -21.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | 0.45 | -0.51 |
| Calmar Ratio ⓘ | -0.76 | 0.61 | -0.42 |
| Sortino Ratio ⓘ | -1.21 | 0.82 | -0.91 |