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 ⓘ | 76.40% | 237.55% | 667.27% |
| Price Trend ⓘ | 0.84 | 0.80 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 52.35% | 78.72% | 96.99% |
| Max Drawdown ⓘ | -35.42% | -45.94% | -45.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.44 | 2.99 | 6.84 |
| Calmar Ratio ⓘ | 2.16 | 5.17 | 14.53 |
| Sortino Ratio ⓘ | 2.48 | 5.05 | 11.49 |