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 ⓘ | -18.61% | -16.08% | -30.92% |
| Price Trend ⓘ | -0.79 | -0.63 | -0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.43% | 26.36% | 38.19% |
| Max Drawdown ⓘ | -27.45% | -34.63% | -38.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.01 | -0.69 | -0.92 |
| Calmar Ratio ⓘ | -0.68 | -0.46 | -0.81 |
| Sortino Ratio ⓘ | -1.08 | -0.71 | -1.10 |