Bitcoin

<h2 id="quick-take">Quick Take</h2>
<ul>
<li>The Sharpe Ratio measures risk-adjusted return, which considers each asset&#8217;s volatility.</li>
<li>We looked at the Sharpe Ratio of assets over time; we&#8217;ll calculate the rolling Sharpe Ratio for each asset using a 12-month rolling window.</li>
<li>A higher Sharpe Ratio indicates better risk-adjusted performance.</li>
<li>Looking at five popular assets, Bitcoin generates the best returns based on the Share Ratio.</li>
</ul>
<ol>
<li>Bitcoin: 6344.70%</li>
<li>S&amp;P 500: 241.27%</li>
<li>Nasdaq: 423.21%</li>
<li>TLT: 11.88%</li>
<li>US House Prices: 103.15%</li>
</ol>
<figure id="attachment_321779" aria-describedby="caption-attachment-321779" style="width: 1715px" class="wp-caption aligncenter"><img class="wp-image-321779 size-full" src="https://cryptoslate.com/wp-content/uploads/2023/05/SR.png" alt="Sharpe ratio: (Source: FRED)" width="1715" height="864" srcset="https://cryptoslate.com/wp-content/uploads/2023/05/SR.png 1715w, https://cryptoslate.com/wp-content/uploads/2023/05/SR-300x151.png 300w, https://cryptoslate.com/wp-content/uploads/2023/05/SR-1024x516.png 1024w, https://cryptoslate.com/wp-content/uploads/2023/05/SR-768x387.png 768w, https://cryptoslate.com/wp-content/uploads/2023/05/SR-1536x774.png 1536w" sizes="(max-width: 1715px) 100vw, 1715px" /><figcaption id="caption-attachment-321779" class="wp-caption-text">Sharpe ratio: (Source: FRED)</figcaption></figure>
<p>The post <a rel="nofollow" href="https://cryptoslate.com/insights/sharpe-ratio-indicates-bitcoin-is-the-best-horse-in-the-race/">Sharpe Ratio indicates Bitcoin is the best horse in the race</a> appeared first on <a rel="nofollow" href="https://cryptoslate.com">CryptoSlate</a>.</p>

Sharpe Ratio indicates Bitcoin is the best horse in the race

Table of Contents

CryptoSlate

Outros artigos publicados em 1 de mai. de 2023

“Super Stablecoin” Platform Array Raises $10M from Temasek

Crypto Price Predictions for Avalanche (AVAX) and Uwerx (WERX): Coin Presale Analysis for 2024

“Super Stablecoin” Platform Array Claims to Raise $10M from Temasek

Analyst Warns About Traditional Banking System Turning on Itself

Poloniex Agrees to Pay $7.5M Fine For 65K Alleged OFAC Sanctions Violations

Hacked crypto accounts on sale for as low as $610 on dark web

Join our free newsletter for daily crypto updates!