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 ⓘ | -13.13% | -30.16% | -35.22% |
| Price Trend ⓘ | -0.88 | -0.94 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.64% | 16.87% | 26.23% |
| Max Drawdown ⓘ | -24.32% | -36.06% | -43.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | -1.90 | -1.50 |
| Calmar Ratio ⓘ | -0.54 | -0.84 | -0.80 |
| Sortino Ratio ⓘ | -1.32 | -2.41 | -1.81 |