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 ⓘ | -16.41% | -17.49% | -8.00% |
| Price Trend ⓘ | -0.66 | -0.61 | -0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.12% | 36.76% | 48.08% |
| Max Drawdown ⓘ | -23.71% | -25.13% | -38.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.72 | -0.53 | -0.25 |
| Calmar Ratio ⓘ | -0.69 | -0.70 | -0.21 |
| Sortino Ratio ⓘ | -0.94 | -0.73 | -0.37 |