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 ⓘ | -18.39% | -25.08% | -11.11% |
| Price Trend ⓘ | -0.68 | -0.92 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.72% | 32.78% | 51.78% |
| Max Drawdown ⓘ | -29.65% | -36.71% | -39.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.72 | -0.83 | -0.29 |
| Calmar Ratio ⓘ | -0.62 | -0.68 | -0.28 |
| Sortino Ratio ⓘ | -0.62 | -0.75 | -0.36 |