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 ⓘ | -4.22% | -21.16% | -23.83% |
| Price Trend ⓘ | -0.12 | -0.68 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.43% | 29.55% | 36.14% |
| Max Drawdown ⓘ | -13.24% | -25.00% | -28.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | -0.79 | -0.79 |
| Calmar Ratio ⓘ | -0.32 | -0.85 | -0.82 |
| Sortino Ratio ⓘ | -0.52 | -1.00 | -1.04 |