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 ⓘ | 46.32% | 117.43% | 276.48% |
| Price Trend ⓘ | 0.82 | 0.81 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 46.93% | 59.85% | 66.94% |
| Max Drawdown ⓘ | -13.68% | -24.95% | -24.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.97 | 1.93 | 4.07 |
| Calmar Ratio ⓘ | 3.39 | 4.71 | 11.08 |
| Sortino Ratio ⓘ | 3.68 | 4.39 | 8.82 |