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 ⓘ | 83.97% | 188.61% | 597.70% |
| Price Trend ⓘ | 0.91 | 0.88 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.21% | 50.68% | 62.49% |
| Max Drawdown ⓘ | -16.46% | -21.00% | -21.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.50 | 3.69 | 9.50 |
| Calmar Ratio ⓘ | 5.10 | 8.98 | 28.47 |
| Sortino Ratio ⓘ | 4.91 | 7.01 | 17.33 |