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 ⓘ | 62.10% | 149.33% | 318.67% |
| Price Trend ⓘ | 0.91 | 0.92 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.78% | 51.00% | 61.82% |
| Max Drawdown ⓘ | -13.91% | -19.22% | -34.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.62 | 2.89 | 5.09 |
| Calmar Ratio ⓘ | 4.47 | 7.77 | 9.32 |
| Sortino Ratio ⓘ | 3.10 | 5.65 | 7.99 |