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 ⓘ | -6.00% | -3.04% | -10.77% |
| Price Trend ⓘ | -0.69 | -0.30 | -0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.69% | 16.43% | 24.61% |
| Max Drawdown ⓘ | -13.49% | -13.49% | -21.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | -0.31 | -0.61 |
| Calmar Ratio ⓘ | -0.44 | -0.22 | -0.50 |
| Sortino Ratio ⓘ | -1.04 | -0.48 | -1.03 |