The ORDER BY keyword is part of the EVALUATE statement and defines the sort order of the result produced by EVALUATE.
It can include only columns that are part of the result of EVALUATE.
Every column can be sorted in an ascending (ASC) or descending (DESC) way. The default is ASC.

EVALUATE
ALL (
    'Product'[Brand],
    'Product'[Color]
)
ORDER BY
    'Product'[Brand] ASC,
    'Product'[Color] DESC