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 ⓘ | 124.93% | 59.29% | 283.50% |
| Price Trend ⓘ | 0.68 | 0.71 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 75.72% | 103.92% | 151.88% |
| Max Drawdown ⓘ | -33.77% | -67.70% | -67.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 0.55 | 1.84 |
| Calmar Ratio ⓘ | 3.70 | 0.88 | 4.18 |
| Sortino Ratio ⓘ | 7.07 | 0.95 | 3.61 |