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 ⓘ | 52.81% | 113.03% | 282.39% |
| Price Trend ⓘ | 0.65 | 0.85 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.82% | 43.96% | 110.90% |
| Max Drawdown ⓘ | -18.54% | -19.91% | -48.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.74 | 2.53 | 2.51 |
| Calmar Ratio ⓘ | 2.85 | 5.68 | 5.79 |
| Sortino Ratio ⓘ | 2.57 | 5.07 | 5.42 |