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 ⓘ | 31.76% | 87.96% | 274.90% |
| Price Trend ⓘ | 0.46 | 0.62 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 45.22% | 58.15% | 88.03% |
| Max Drawdown ⓘ | -43.01% | -43.01% | -48.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.68 | 1.48 | 3.08 |
| Calmar Ratio ⓘ | 0.74 | 2.05 | 5.71 |
| Sortino Ratio ⓘ | 1.12 | 2.22 | 5.44 |