Realised Volatility
What Is Realised Volatility?
The actual observed volatility of Bitcoin's price over a specific period, calculated from historical price data. Typically expressed as annualised standard deviation.
How to Interpret
Historically low realised volatility periods precede major price moves in either direction. Volatility compression is a setup indicator. Bitcoin's volatility has been declining over successive cycles.
More Technical & Volatility Metrics
Bitcoin Drawdowns
Measures the percentage decline from Bitcoin's all-time high at any given point. Provides historical context for the severity of the current or past corrections.
Bitcoin Dominance
Bitcoin's share of the total cryptocurrency market capitalization. Calculated as Bitcoin's market cap divided by the total crypto market cap.
CAGR
Compound Annual Growth Rate — the annualised rate of return for Bitcoin over various time periods. Provides a smoothed view of long-term performance.
Sharpe/Sortino Ratio
Risk-adjusted return metrics for Bitcoin. Sharpe ratio uses total volatility; Sortino uses only downside volatility. Higher values indicate better risk-adjusted performance.