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
Bitcoin Dominance
Bitcoin's share of the total cryptocurrency market capitalization. Calculated as Bitcoin's market cap divided by the total crypto market cap.
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.
ROI from Cycle Low
Measures the return on investment from identified cycle lows. Tracks how each bull market compounds from its bear market bottom.
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.