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 ⓘ | 23.64% | 100.47% | 249.80% |
| Price Trend ⓘ | 0.26 | 0.85 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.83% | 46.62% | 76.32% |
| Max Drawdown ⓘ | -30.34% | -30.34% | -47.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.60 | 2.11 | 3.22 |
| Calmar Ratio ⓘ | 0.78 | 3.31 | 5.24 |
| Sortino Ratio ⓘ | 0.92 | 3.46 | 4.94 |