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 ⓘ | -8.92% | -19.29% | -30.84% |
| Price Trend ⓘ | -0.37 | -0.63 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.67% | 29.61% | 48.02% |
| Max Drawdown ⓘ | -14.87% | -26.76% | -36.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | -0.72 | -0.73 |
| Calmar Ratio ⓘ | -0.60 | -0.72 | -0.85 |
| Sortino Ratio ⓘ | -0.67 | -0.90 | -0.90 |