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 ⓘ | 16.50% | 153.64% | 1531.35% |
| Price Trend ⓘ | 0.22 | 0.88 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 54.14% | 105.12% | 171.14% |
| Max Drawdown ⓘ | -26.37% | -44.36% | -62.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 1.44 | 8.92 |
| Calmar Ratio ⓘ | 0.63 | 3.46 | 24.51 |
| Sortino Ratio ⓘ | 0.89 | 4.12 | 18.01 |