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 ⓘ | -26.34% | -42.61% | -69.01% |
| Price Trend ⓘ | -0.64 | -0.95 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.07% | 30.08% | 58.74% |
| Max Drawdown ⓘ | -29.11% | -42.84% | -69.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.05 | -1.48 | -1.25 |
| Calmar Ratio ⓘ | -0.91 | -0.99 | -0.99 |
| Sortino Ratio ⓘ | -1.12 | -1.76 | -1.43 |