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 ⓘ | 102.43% | 98.49% | 36.70% |
| Price Trend ⓘ | 0.96 | 0.82 | 0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.29% | 29.03% | 46.86% |
| Max Drawdown ⓘ | -8.68% | -17.34% | -46.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 4.36 | 3.32 | 0.69 |
| Calmar Ratio ⓘ | 11.80 | 5.68 | 0.78 |
| Sortino Ratio ⓘ | 12.58 | 7.26 | 1.08 |