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 ⓘ | -16.51% | -15.97% | -9.34% |
| Price Trend ⓘ | -0.84 | -0.90 | -0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.03% | 15.65% | 27.36% |
| Max Drawdown ⓘ | -17.16% | -26.15% | -29.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.58 | -1.15 | -0.49 |
| Calmar Ratio ⓘ | -0.96 | -0.61 | -0.32 |
| Sortino Ratio ⓘ | -2.19 | -1.65 | -0.59 |