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 ⓘ | -11.37% | -6.92% | 6.86% |
| Price Trend ⓘ | -0.87 | -0.76 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.81% | 19.39% | 24.03% |
| Max Drawdown ⓘ | -16.51% | -17.20% | -17.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.15 | -0.47 | 0.10 |
| Calmar Ratio ⓘ | -0.69 | -0.40 | 0.40 |
| Sortino Ratio ⓘ | -1.63 | -0.53 | 0.12 |