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 ⓘ | -25.27% | -35.90% | 1.61% |
| Price Trend ⓘ | -0.87 | -0.75 | 0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.63% | 41.63% | 71.57% |
| Max Drawdown ⓘ | -37.43% | -46.13% | -49.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.89 | -0.91 | -0.04 |
| Calmar Ratio ⓘ | -0.68 | -0.78 | 0.03 |
| Sortino Ratio ⓘ | -1.43 | -1.22 | -0.06 |