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 ⓘ | 10.60% | 107.99% | 184.53% |
| Price Trend ⓘ | 0.12 | 0.85 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.77% | 43.09% | 55.93% |
| Max Drawdown ⓘ | -36.31% | -36.31% | -36.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.30 | 2.46 | 3.22 |
| Calmar Ratio ⓘ | 0.29 | 2.97 | 5.08 |
| Sortino Ratio ⓘ | 0.39 | 3.31 | 4.82 |