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 ⓘ | -6.26% | -8.01% | 2.15% |
| Price Trend ⓘ | -0.35 | -0.70 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.79% | 15.18% | 23.81% |
| Max Drawdown ⓘ | -10.76% | -13.15% | -13.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | -0.66 | -0.09 |
| Calmar Ratio ⓘ | -0.58 | -0.61 | 0.16 |
| Sortino Ratio ⓘ | -0.66 | -0.76 | -0.11 |