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 ⓘ | -9.02% | -24.61% | -31.52% |
| Price Trend ⓘ | -0.59 | -0.86 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.04% | 20.61% | 27.90% |
| Max Drawdown ⓘ | -22.67% | -33.86% | -40.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.62 | -1.29 | -1.28 |
| Calmar Ratio ⓘ | -0.40 | -0.73 | -0.77 |
| Sortino Ratio ⓘ | -0.63 | -1.40 | -1.44 |