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 ⓘ | -18.27% | -9.15% | -13.77% |
| Price Trend ⓘ | -0.92 | -0.80 | -0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.22% | 22.74% | 39.63% |
| Max Drawdown ⓘ | -23.61% | -29.57% | -29.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.35 | -0.49 | -0.45 |
| Calmar Ratio ⓘ | -0.77 | -0.31 | -0.47 |
| Sortino Ratio ⓘ | -1.87 | -0.50 | -0.56 |