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 ⓘ | 77.46% | 185.30% | 250.22% |
| Price Trend ⓘ | 0.86 | 0.96 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.19% | 42.41% | 63.15% |
| Max Drawdown ⓘ | -20.50% | -20.50% | -40.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.24 | 4.32 | 3.90 |
| Calmar Ratio ⓘ | 3.78 | 9.04 | 6.14 |
| Sortino Ratio ⓘ | 3.97 | 7.91 | 5.73 |