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 ⓘ | -26.21% | -13.45% | -24.61% |
| Price Trend ⓘ | -0.94 | -0.76 | -0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.07% | 18.50% | 32.87% |
| Max Drawdown ⓘ | -29.84% | -30.05% | -30.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -2.24 | -0.83 | -0.87 |
| Calmar Ratio ⓘ | -0.88 | -0.45 | -0.82 |
| Sortino Ratio ⓘ | -3.40 | -1.42 | -1.01 |