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 ⓘ | -24.62% | -35.32% | -21.17% |
| Price Trend ⓘ | -0.68 | -0.74 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.99% | 45.05% | 72.68% |
| Max Drawdown ⓘ | -43.25% | -48.87% | -48.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | -0.83 | -0.35 |
| Calmar Ratio ⓘ | -0.57 | -0.72 | -0.43 |
| Sortino Ratio ⓘ | -1.27 | -1.35 | -0.51 |