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 ⓘ | 134.76% | 124.12% | 199.41% |
| Price Trend ⓘ | 0.97 | 0.76 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.29% | 43.98% | 58.46% |
| Max Drawdown ⓘ | -10.80% | -26.36% | -26.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.79 | 2.78 | 3.34 |
| Calmar Ratio ⓘ | 12.47 | 4.71 | 7.57 |
| Sortino Ratio ⓘ | 8.63 | 5.71 | 5.26 |