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 ⓘ | -1.51% | -1.14% | -8.91% |
| Price Trend ⓘ | 0.73 | -0.01 | -0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.31% | 12.34% | 17.11% |
| Max Drawdown ⓘ | -7.50% | -11.62% | -11.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | -0.25 | -0.76 |
| Calmar Ratio ⓘ | -0.20 | -0.10 | -0.77 |
| Sortino Ratio ⓘ | -0.48 | -0.46 | -1.24 |