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 ⓘ | -4.29% | -24.51% | -28.38% |
| Price Trend ⓘ | 0.09 | -0.69 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.99% | 30.17% | 38.85% |
| Max Drawdown ⓘ | -29.63% | -44.72% | -49.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | -0.88 | -0.84 |
| Calmar Ratio ⓘ | -0.14 | -0.55 | -0.57 |
| Sortino Ratio ⓘ | -0.20 | -0.87 | -0.98 |