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 ⓘ | 17.47% | 180.73% | 82.97% |
| Price Trend ⓘ | 0.62 | 0.93 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.51% | 86.37% | 112.44% |
| Max Drawdown ⓘ | -19.54% | -42.20% | -55.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 2.07 | 0.70 |
| Calmar Ratio ⓘ | 0.89 | 4.28 | 1.51 |
| Sortino Ratio ⓘ | 0.66 | 2.93 | 0.95 |