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 ⓘ | 39.26% | 123.32% | 281.04% |
| Price Trend ⓘ | 0.77 | 0.94 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.09% | 46.98% | 52.00% |
| Max Drawdown ⓘ | -23.01% | -23.01% | -23.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.98 | 2.59 | 5.33 |
| Calmar Ratio ⓘ | 1.71 | 5.36 | 12.22 |
| Sortino Ratio ⓘ | 1.68 | 4.16 | 7.76 |