Bitcoin USD (BTCUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Bitcoin USD (BTCUSD): 1Y return -47.0%, Sharpe ratio -1.25, volatility 41.9%, max drawdown -53.1%. A Currency in the Cryptocurrency asset class. Compare BTCUSD with other assets and invest through your own broker with pfolio.
Bitcoin USD (BTCUSD) Overview
- Type: Currency
- Asset Class: Cryptocurrency
- Currency: USD
BTCUSD Performance
- MTD
- Return: 6.3%, Sharpe: 4.90, Volatility: 36.1%, Max Drawdown: -2.9%
- YTD
- Return: -28.9%, Sharpe: -1.10, Volatility: 46.5%, Max Drawdown: -39.6%
- 1Y
- Return: -47.0%, Sharpe: -1.25, Volatility: 41.9%, Max Drawdown: -53.1%
- 5Y
- Return: 90.3%, Sharpe: 0.50, Volatility: 52.5%, Max Drawdown: -76.6%
- 10Y
- Return: 9409.9%, Sharpe: 1.00, Volatility: 65.0%, Max Drawdown: -83.0%
Frequently Asked Questions
- What is Bitcoin USD (BTCUSD)?
- Bitcoin USD (BTCUSD) is a Currency in the Cryptocurrency asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does BTCUSD compare to other assets?
- You can compare BTCUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BTCUSD through pfolio?
- pfolio helps you build diversified portfolios that may include BTCUSD. You invest through your own broker — pfolio provides the analytics.