Bitcoin Sharpe & Sortino Ratio Dashboard
Rolling 365-day risk-adjusted returns computed from BTC daily returns. Full-screen analysis with a near full-width primary canvas, focus mode, interpretation guidance, data methodology and a fixed return path to the Charts Hub; the compact Tools edition remains available.
Primary analysis canvas
Rolling 365-day risk-adjusted returns computed from BTC daily returns
How to read it
Confirm the timeframe and current indicator position, then cross-check it against historical ranges, trend direction and related charts.
Evidence-based interpretation
The site interpretation engine shows shared market context, a reading lens, confirmation evidence, invalidation conditions and the next cross-check chart. Shared context is not this chart’s own metric and is not a price forecast.
View relationship
How to read the Bitcoin Sharpe & Sortino Ratio Dashboard
This dashboard computes Bitcoin’s rolling 365-day Sharpe and Sortino ratios from daily log returns, showing whether recent returns have paid for total volatility and for downside risk. It is meant for investors comparing risk-adjusted performance across cycles.
How to read the result
- Above 1 means the past year’s return exceeded one unit of the matching risk measure.
- Sortino above Sharpe means a smaller share of the volatility came from down days.
- Negative values mean the average daily log return over the past year was below zero.
Limits and cautions
- It uses a 0% risk-free rate; with real cash yields, Sharpe would be lower.
- Rolling ratios describe only the past year and do not predict future performance.
- Log-return averages differ from simple-return averages, so values may not match other sites.
Open the Bitcoin Sharpe & Sortino Ratio Dashboard with the full guide
