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 ⓘ | 54.22% | 94.45% | 1369.54% |
| Price Trend ⓘ | 0.34 | 0.77 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 62.80% | 79.89% | 184.81% |
| Max Drawdown ⓘ | -59.53% | -59.53% | -69.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.85 | 1.16 | 7.39 |
| Calmar Ratio ⓘ | 0.91 | 1.59 | 19.63 |
| Sortino Ratio ⓘ | 1.68 | 2.47 | 13.62 |