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 ⓘ | 23.19% | 98.65% | 251.03% |
| Price Trend ⓘ | 0.79 | 0.90 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.84% | 40.81% | 49.65% |
| Max Drawdown ⓘ | -20.01% | -20.01% | -20.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | 2.37 | 4.98 |
| Calmar Ratio ⓘ | 1.16 | 4.93 | 12.55 |
| Sortino Ratio ⓘ | 1.35 | 4.08 | 7.71 |