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 ⓘ | -6.85% | -17.30% | -12.09% |
| Price Trend ⓘ | -0.78 | -0.88 | -0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.19% | 15.60% | 24.56% |
| Max Drawdown ⓘ | -18.16% | -29.40% | -29.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | -1.24 | -0.67 |
| Calmar Ratio ⓘ | -0.38 | -0.59 | -0.40 |
| Sortino Ratio ⓘ | -0.91 | -1.68 | -0.82 |