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 ⓘ | 97.38% | 182.29% | 84.44% |
| Price Trend ⓘ | 0.95 | 0.93 | 0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.66% | 45.32% | 60.79% |
| Max Drawdown ⓘ | -16.17% | -16.17% | -50.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.95 | 3.98 | 1.32 |
| Calmar Ratio ⓘ | 6.02 | 11.27 | 1.66 |
| Sortino Ratio ⓘ | 6.80 | 8.35 | 1.74 |