Risk-adjusted return metrics for Bitcoin. Sharpe ratio uses total volatility; Sortino uses only downside volatility. Higher values indicate better risk-adjusted performance.
Bitcoin's Sharpe ratio over multi-year periods has historically outperformed traditional assets. Sortino ratio is more relevant for loss-averse investors.
Analysis of Bitcoin's historical price performance by month, day of week, and quarter. Identifies recurring seasonal patterns in returns.
Shows the price correlation between Bitcoin and other assets including stocks (S&P 500, Nasdaq), gold, bonds, and the US Dollar Index (DXY).
Compound Annual Growth Rate — the annualised rate of return for Bitcoin over various time periods. Provides a smoothed view of long-term performance.
Measures the return on investment from identified cycle lows. Tracks how each bull market compounds from its bear market bottom.