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 ⓘ | -3.57% | -18.77% | 4.18% |
| Price Trend ⓘ | -0.76 | -0.92 | -0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.44% | 14.81% | 24.53% |
| Max Drawdown ⓘ | -11.88% | -26.13% | -26.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.43 | -1.40 | 0.00 |
| Calmar Ratio ⓘ | -0.30 | -0.72 | 0.16 |
| Sortino Ratio ⓘ | -0.59 | -1.92 | 0.00 |