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 ⓘ | 24.42% | 156.95% | 257.79% |
| Price Trend ⓘ | 0.18 | 0.90 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 43.83% | 55.50% | 102.91% |
| Max Drawdown ⓘ | -28.85% | -28.85% | -61.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | 2.79 | 2.46 |
| Calmar Ratio ⓘ | 0.85 | 5.44 | 4.22 |
| Sortino Ratio ⓘ | 0.87 | 4.55 | 3.70 |