JMeter Pass, fail, Warning?

So I am running a few tests on Jmeter, I have assertions set up for Pass/Fail. The issue is, I need to set up a "Warning" or "caution" result.

For example -

Latency < 500ms = Pass
Latency > 1000ms = Fail 
Latency < 999ms AND Latency > 501 = Caution

The above is just an example.. The variation in between A and B would be much smaller.

Does anyone know how to set something like this up in Jmeter?