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 ⓘ | -16.72% | -47.72% | -72.46% |
| Price Trend ⓘ | -0.57 | -0.93 | -0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.99% | 39.05% | 62.75% |
| Max Drawdown ⓘ | -32.56% | -50.36% | -77.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | -1.27 | -1.22 |
| Calmar Ratio ⓘ | -0.51 | -0.95 | -0.93 |
| Sortino Ratio ⓘ | -1.11 | -2.19 | -1.28 |