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 ⓘ | -3.23% | -4.44% | -6.15% |
| Price Trend ⓘ | -0.64 | -0.77 | -0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.08% | 10.54% | 14.31% |
| Max Drawdown ⓘ | -7.83% | -9.42% | -9.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -0.60 | -0.71 |
| Calmar Ratio ⓘ | -0.41 | -0.47 | -0.63 |
| Sortino Ratio ⓘ | -0.62 | -0.77 | -0.98 |