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 ⓘ | 51.76% | 129.97% | 329.98% |
| Price Trend ⓘ | 0.91 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.54% | 40.27% | 55.60% |
| Max Drawdown ⓘ | -19.75% | -19.75% | -19.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.72 | 3.18 | 5.86 |
| Calmar Ratio ⓘ | 2.62 | 6.58 | 16.71 |
| Sortino Ratio ⓘ | 1.99 | 3.86 | 7.99 |