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 ⓘ | 87.16% | 254.76% | 477.32% |
| Price Trend ⓘ | 0.96 | 0.96 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.67% | 51.33% | 63.50% |
| Max Drawdown ⓘ | -14.45% | -20.11% | -39.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.17 | 4.93 | 7.45 |
| Calmar Ratio ⓘ | 6.03 | 12.67 | 12.21 |
| Sortino Ratio ⓘ | 3.90 | 9.10 | 10.69 |