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 ⓘ | 120.08% | 86.09% | 290.08% |
| Price Trend ⓘ | 0.90 | 0.64 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.99% | 48.45% | 64.38% |
| Max Drawdown ⓘ | -11.00% | -26.47% | -27.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.22 | 1.74 | 4.44 |
| Calmar Ratio ⓘ | 10.92 | 3.25 | 10.45 |
| Sortino Ratio ⓘ | 8.63 | 2.76 | 7.78 |