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 ⓘ | 111.24% | 87.03% | 185.03% |
| Price Trend ⓘ | 0.92 | 0.84 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 54.94% | 64.41% | 92.09% |
| Max Drawdown ⓘ | -27.17% | -29.78% | -48.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.01 | 1.32 | 1.96 |
| Calmar Ratio ⓘ | 4.09 | 2.92 | 3.85 |
| Sortino Ratio ⓘ | 5.68 | 3.38 | 4.49 |