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 ⓘ | -2.25% | -22.06% | -39.77% |
| Price Trend ⓘ | -0.44 | -0.88 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.24% | 25.96% | 31.89% |
| Max Drawdown ⓘ | -20.55% | -36.97% | -46.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | -0.92 | -1.37 |
| Calmar Ratio ⓘ | -0.11 | -0.60 | -0.86 |
| Sortino Ratio ⓘ | -0.22 | -1.24 | -1.81 |