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 ⓘ | 69.71% | 206.83% | 372.01% |
| Price Trend ⓘ | 0.67 | 0.92 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 42.69% | 56.40% | 71.33% |
| Max Drawdown ⓘ | -34.33% | -34.33% | -34.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.61 | 3.63 | 5.16 |
| Calmar Ratio ⓘ | 2.03 | 6.02 | 10.84 |
| Sortino Ratio ⓘ | 2.62 | 6.04 | 7.83 |