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 ⓘ | -11.25% | -11.04% | -20.82% |
| Price Trend ⓘ | -0.91 | -0.14 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.99% | 18.81% | 24.71% |
| Max Drawdown ⓘ | -17.52% | -17.52% | -28.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.87 | -0.68 | -1.00 |
| Calmar Ratio ⓘ | -0.64 | -0.63 | -0.73 |
| Sortino Ratio ⓘ | -1.64 | -1.21 | -1.59 |