Sharpe Ratio indicates Bitcoin is the best horse in the race

2023-5-1 19:07

Quick Take The Sharpe Ratio measures risk-adjusted return, which considers each asset’s volatility. We looked at the Sharpe Ratio of assets over time; we’ll calculate the rolling Sharpe Ratio for each asset using a 12-month rolling window. A higher Sharpe Ratio indicates better risk-adjusted performance. Looking at five popular assets, Bitcoin generates the best returns based on the Share Ratio. Bitcoin: 6344.70% S&P 500: 241.27% Nasdaq: 423.21% TLT: 11.88% US House Prices: 103.15% Sharpe ratio: (Source: FRED)

The post Sharpe Ratio indicates Bitcoin is the best horse in the race appeared first on CryptoSlate.

Similar to Notcoin - TapSwap on Solana Airdrops In 2024

origin »

Sharpe Platform Token (SHP) на Currencies.ru

$ 0.0004599 (+0.00%)
Объем 24H $0
Изменеия 24h: 0.00 %, 7d: 0.00 %
Cегодня L: $0.0004599 - H: $0.0004599
Капитализация $8.007k Rank 99999
Доступно / Всего 17.41m SHP

sharpe ratio asset rolling each time assets

sharpe ratio → Результатов: 7