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 ⓘ | 29.17% | 126.79% | 298.51% |
| Price Trend ⓘ | 0.20 | 0.58 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.81% | 45.49% | 59.64% |
| Max Drawdown ⓘ | -26.21% | -36.31% | -36.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | 2.74 | 4.94 |
| Calmar Ratio ⓘ | 1.11 | 3.49 | 8.22 |
| Sortino Ratio ⓘ | 1.21 | 4.16 | 7.96 |