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 ⓘ | 102.00% | 123.86% | 215.02% |
| Price Trend ⓘ | 0.85 | 0.69 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 47.82% | 54.01% | 59.29% |
| Max Drawdown ⓘ | -13.50% | -18.38% | -18.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.11 | 2.26 | 3.56 |
| Calmar Ratio ⓘ | 7.56 | 6.74 | 11.70 |
| Sortino Ratio ⓘ | 5.68 | 4.89 | 6.80 |