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 ⓘ | 98.09% | 137.85% | 136.20% |
| Price Trend ⓘ | 0.87 | 0.93 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.66% | 44.76% | 63.13% |
| Max Drawdown ⓘ | -13.72% | -21.31% | -38.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.51 | 3.03 | 2.09 |
| Calmar Ratio ⓘ | 7.15 | 6.47 | 3.54 |
| Sortino Ratio ⓘ | 8.56 | 7.04 | 3.46 |