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 ⓘ | 90.00% | 223.42% | 410.17% |
| Price Trend ⓘ | 0.90 | 0.98 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.47% | 45.01% | 58.73% |
| Max Drawdown ⓘ | -20.11% | -20.11% | -39.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.31 | 4.92 | 6.91 |
| Calmar Ratio ⓘ | 4.48 | 11.11 | 10.49 |
| Sortino Ratio ⓘ | 4.57 | 9.34 | 9.88 |