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 ⓘ | 20.43% | 73.95% | 262.66% |
| Price Trend ⓘ | 0.51 | 0.62 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 60.92% | 77.31% | 127.54% |
| Max Drawdown ⓘ | -32.87% | -44.15% | -57.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | 0.93 | 2.03 |
| Calmar Ratio ⓘ | 0.62 | 1.68 | 4.56 |
| Sortino Ratio ⓘ | 0.59 | 1.71 | 3.62 |