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 ⓘ | 61.54% | 183.30% | 810.14% |
| Price Trend ⓘ | 0.93 | 0.94 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.82% | 53.06% | 62.67% |
| Max Drawdown ⓘ | -20.59% | -20.59% | -20.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.79 | 3.42 | 12.86 |
| Calmar Ratio ⓘ | 2.99 | 8.90 | 39.34 |
| Sortino Ratio ⓘ | 3.03 | 5.79 | 21.29 |