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 ⓘ | -12.26% | -26.23% | -46.30% |
| Price Trend ⓘ | -0.07 | -0.87 | -0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.15% | 33.82% | 42.79% |
| Max Drawdown ⓘ | -27.49% | -49.65% | -58.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | -0.83 | -1.17 |
| Calmar Ratio ⓘ | -0.45 | -0.53 | -0.79 |
| Sortino Ratio ⓘ | -0.94 | -1.37 | -1.78 |