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 ⓘ | -12.20% | -14.48% | 10.64% |
| Price Trend ⓘ | -0.89 | -0.91 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.79% | 15.35% | 29.12% |
| Max Drawdown ⓘ | -20.05% | -23.90% | -23.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | -1.08 | 0.22 |
| Calmar Ratio ⓘ | -0.61 | -0.61 | 0.45 |
| Sortino Ratio ⓘ | -1.16 | -1.28 | 0.37 |