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 ⓘ | 134.83% | 259.39% | 427.72% |
| Price Trend ⓘ | 0.88 | 0.85 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 57.96% | 63.58% | 81.18% |
| Max Drawdown ⓘ | -18.40% | -24.11% | -24.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.31 | 4.05 | 5.22 |
| Calmar Ratio ⓘ | 7.33 | 10.76 | 17.74 |
| Sortino Ratio ⓘ | 5.66 | 8.89 | 11.42 |