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 ⓘ | -24.04% | -37.43% | -51.28% |
| Price Trend ⓘ | -0.79 | -0.85 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.18% | 31.87% | 46.89% |
| Max Drawdown ⓘ | -32.05% | -41.69% | -56.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.96 | -1.24 | -1.18 |
| Calmar Ratio ⓘ | -0.75 | -0.90 | -0.91 |
| Sortino Ratio ⓘ | -1.01 | -1.42 | -1.52 |