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 ⓘ | 111.30% | 21.94% | 310.77% |
| Price Trend ⓘ | 0.90 | 0.49 | 0.49 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.41% | 64.62% | 87.83% |
| Max Drawdown ⓘ | -10.56% | -54.18% | -61.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.40 | 0.31 | 3.49 |
| Calmar Ratio ⓘ | 10.54 | 0.40 | 5.06 |
| Sortino Ratio ⓘ | 6.49 | 0.46 | 6.13 |