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 ⓘ | 40.77% | 37.74% | 664.85% |
| Price Trend ⓘ | 0.36 | 0.70 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 60.67% | 72.47% | 165.19% |
| Max Drawdown ⓘ | -54.42% | -54.42% | -62.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.66 | 0.49 | 4.00 |
| Calmar Ratio ⓘ | 0.75 | 0.69 | 10.64 |
| Sortino Ratio ⓘ | 1.18 | 0.95 | 7.57 |