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 ⓘ | -10.62% | -22.51% | -0.20% |
| Price Trend ⓘ | -0.81 | -0.90 | 0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.89% | 23.29% | 35.98% |
| Max Drawdown ⓘ | -24.39% | -30.08% | -30.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -1.05 | -0.12 |
| Calmar Ratio ⓘ | -0.44 | -0.75 | -0.01 |
| Sortino Ratio ⓘ | -0.96 | -1.43 | -0.18 |