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 ⓘ | -25.72% | -16.99% | 5.25% |
| Price Trend ⓘ | -0.55 | -0.76 | 0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.99% | 43.32% | 58.21% |
| Max Drawdown ⓘ | -30.35% | -45.95% | -45.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.43 | 0.02 |
| Calmar Ratio ⓘ | -0.85 | -0.37 | 0.11 |
| Sortino Ratio ⓘ | -1.53 | -0.67 | 0.04 |