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 indica...
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%
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