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 ⓘ | -32.51% | -23.03% | -38.53% |
| Price Trend ⓘ | -0.95 | -0.67 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.11% | 22.30% | 28.14% |
| Max Drawdown ⓘ | -36.14% | -37.02% | -43.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.95 | -1.11 | -1.51 |
| Calmar Ratio ⓘ | -0.90 | -0.62 | -0.88 |
| Sortino Ratio ⓘ | -3.29 | -1.58 | -2.14 |