Sharpe/Sortino Ratio
What Is 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.
How to Interpret
Bitcoin's Sharpe ratio over multi-year periods has historically outperformed traditional assets. Sortino ratio is more relevant for loss-averse investors.
More Technical & Volatility Metrics
Bollinger Band Width
The width of Bollinger Bands (distance between upper and lower bands) as a percentage of the middle band. Measures the degree of price volatility compression or expansion.
Cycle Performance
Compares Bitcoin's performance across different market cycles (halving to halving or bottom to bottom). Overlays cycles to identify patterns and divergences.
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.
CAGR
Compound Annual Growth Rate — the annualised rate of return for Bitcoin over various time periods. Provides a smoothed view of long-term performance.