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 ⓘ | 54.21% | 157.78% | 351.63% |
| Price Trend ⓘ | 0.84 | 0.94 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 43.01% | 53.40% | 69.56% |
| Max Drawdown ⓘ | -26.52% | -26.52% | -26.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.24 | 2.92 | 5.00 |
| Calmar Ratio ⓘ | 2.04 | 5.95 | 13.26 |
| Sortino Ratio ⓘ | 2.23 | 4.73 | 7.00 |