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 ⓘ | 47.72% | 113.15% | 257.30% |
| Price Trend ⓘ | 0.82 | 0.96 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.42% | 44.25% | 56.44% |
| Max Drawdown ⓘ | -19.22% | -19.22% | -38.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.22 | 2.51 | 4.49 |
| Calmar Ratio ⓘ | 2.48 | 5.89 | 6.75 |
| Sortino Ratio ⓘ | 2.50 | 4.69 | 6.75 |