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 ⓘ | 102.26% | 83.04% | 94.42% |
| Price Trend ⓘ | 0.93 | 0.73 | 0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 43.52% | 49.25% | 60.43% |
| Max Drawdown ⓘ | -15.40% | -26.34% | -41.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.33 | 1.65 | 1.50 |
| Calmar Ratio ⓘ | 6.64 | 3.15 | 2.28 |
| Sortino Ratio ⓘ | 4.47 | 3.20 | 2.50 |