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 ⓘ | -14.95% | -14.12% | -23.84% |
| Price Trend ⓘ | -0.80 | -0.38 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.75% | 12.62% | 16.19% |
| Max Drawdown ⓘ | -22.25% | -22.25% | -26.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.63 | -1.26 | -1.72 |
| Calmar Ratio ⓘ | -0.67 | -0.63 | -0.90 |
| Sortino Ratio ⓘ | -2.75 | -2.06 | -2.83 |