Bitcoin Sharpe & Sortino Ratio Dashboard

Rolling 365-day risk-adjusted returns computed from BTC daily returns. This is the compact Tools edition; the wider professional analysis workspace is available in the Charts Hub.

What is the Bitcoin Sharpe & Sortino Ratio Dashboard?

Sharpe measures excess return per unit of total volatility, while Sortino uses downside volatility only. This tool computes rolling 365-day values from BTC daily log returns.

How do I use the Bitcoin Sharpe & Sortino Ratio Dashboard?

A ratio above 1 generally signals stronger trailing risk-adjusted return, while below 0 means risk was taken for a negative return. Focus on trend and cross-cycle position, not one day.

What should I watch out for?

The site uses a 0% risk-free rate for consistent cycle comparison; other currencies and horizons should use an appropriate rate. Results are sensitive to window length and outliers.

🌡 Latest BTC cycle reading: 43/100 · Neutral Zone (as of 2026-09-05). BTC Cycle Thermometer: Bitcoin top or bottom?

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Free to use with no signup. Read Bitcoin valuation, cycle, backtests and alerts, and calculate fees, slippage, funding and post-rebate cost before trading.