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 ⓘ | 82.53% | 57.50% | 824.21% |
| Price Trend ⓘ | 0.79 | 0.89 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 56.03% | 82.15% | 137.27% |
| Max Drawdown ⓘ | -24.55% | -48.96% | -64.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.45 | 0.67 | 5.97 |
| Calmar Ratio ⓘ | 3.36 | 1.17 | 12.81 |
| Sortino Ratio ⓘ | 4.30 | 1.51 | 12.63 |