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 ⓘ | 58.60% | 47.51% | 601.89% |
| Price Trend ⓘ | 0.89 | 0.90 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.20% | 59.26% | 92.64% |
| Max Drawdown ⓘ | -20.37% | -36.87% | -48.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.55 | 0.77 | 6.45 |
| Calmar Ratio ⓘ | 2.88 | 1.29 | 12.50 |
| Sortino Ratio ⓘ | 2.97 | 1.37 | 12.88 |