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 ⓘ | 124.21% | 423.76% | 3490.92% |
| Price Trend ⓘ | 0.91 | 0.93 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 47.71% | 76.50% | 97.23% |
| Max Drawdown ⓘ | -25.85% | -25.85% | -31.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.59 | 5.52 | 35.86 |
| Calmar Ratio ⓘ | 4.81 | 16.39 | 111.39 |
| Sortino Ratio ⓘ | 5.35 | 9.15 | 61.52 |