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 ⓘ | 55.93% | 70.06% | 227.70% |
| Price Trend ⓘ | 0.62 | 0.74 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 61.50% | 78.64% | 100.55% |
| Max Drawdown ⓘ | -34.31% | -47.02% | -47.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.89 | 0.87 | 2.22 |
| Calmar Ratio ⓘ | 1.63 | 1.49 | 4.84 |
| Sortino Ratio ⓘ | 1.82 | 1.55 | 4.06 |