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 ⓘ | 23.48% | 111.86% | 544.55% |
| Price Trend ⓘ | 0.82 | 0.74 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.63% | 39.90% | 107.69% |
| Max Drawdown ⓘ | -13.15% | -18.96% | -27.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.85 | 2.76 | 5.02 |
| Calmar Ratio ⓘ | 1.78 | 5.90 | 19.56 |
| Sortino Ratio ⓘ | 1.63 | 4.53 | 12.50 |