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 ⓘ | 9.00% | 105.89% | 324.22% |
| Price Trend ⓘ | 0.59 | 0.93 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 40.73% | 49.67% | 64.34% |
| Max Drawdown ⓘ | -26.73% | -26.73% | -26.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | 2.09 | 4.98 |
| Calmar Ratio ⓘ | 0.34 | 3.96 | 12.13 |
| Sortino Ratio ⓘ | 0.24 | 2.71 | 7.58 |