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 ⓘ | -9.96% | -7.66% | -12.93% |
| Price Trend ⓘ | -0.34 | -0.44 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.60% | 22.31% | 34.52% |
| Max Drawdown ⓘ | -17.07% | -17.59% | -35.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.66 | -0.43 | -0.49 |
| Calmar Ratio ⓘ | -0.58 | -0.44 | -0.36 |
| Sortino Ratio ⓘ | -0.75 | -0.58 | -0.64 |