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 ⓘ | 78.25% | 123.10% | 410.70% |
| Price Trend ⓘ | 0.90 | 0.80 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 53.53% | 70.61% | 103.19% |
| Max Drawdown ⓘ | -28.95% | -32.06% | -45.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.45 | 1.72 | 3.94 |
| Calmar Ratio ⓘ | 2.70 | 3.84 | 9.03 |
| Sortino Ratio ⓘ | 2.90 | 3.38 | 8.95 |