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 ⓘ | -17.35% | -7.66% | 5.17% |
| Price Trend ⓘ | -0.87 | -0.77 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.76% | 35.04% | 66.38% |
| Max Drawdown ⓘ | -28.47% | -30.79% | -48.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.28 | 0.02 |
| Calmar Ratio ⓘ | -0.61 | -0.25 | 0.11 |
| Sortino Ratio ⓘ | -1.10 | -0.46 | 0.02 |