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 ⓘ | 50.24% | 254.26% | 153.20% |
| Price Trend ⓘ | 0.54 | 0.85 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 48.27% | 88.79% | 126.92% |
| Max Drawdown ⓘ | -44.15% | -44.15% | -67.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.02 | 2.84 | 1.17 |
| Calmar Ratio ⓘ | 1.14 | 5.76 | 2.26 |
| Sortino Ratio ⓘ | 1.93 | 8.15 | 1.92 |