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 ⓘ | -19.73% | -32.60% | -39.64% |
| Price Trend ⓘ | -0.91 | -0.93 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.83% | 19.80% | 25.16% |
| Max Drawdown ⓘ | -30.08% | -40.09% | -46.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.23 | -1.74 | -1.74 |
| Calmar Ratio ⓘ | -0.66 | -0.81 | -0.85 |
| Sortino Ratio ⓘ | -1.22 | -1.83 | -1.99 |