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 ⓘ | 92.48% | 201.03% | 249.60% |
| Price Trend ⓘ | 0.92 | 0.96 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.96% | 36.32% | 53.80% |
| Max Drawdown ⓘ | -20.11% | -20.11% | -39.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.78 | 5.48 | 4.56 |
| Calmar Ratio ⓘ | 4.60 | 10.00 | 6.38 |
| Sortino Ratio ⓘ | 5.49 | 9.75 | 6.33 |