Bitcoin USD (BTCUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Bitcoin USD (BTCUSD): 1Y return -10.6%, Sharpe ratio -0.05, volatility 41.8%, max drawdown -49.7%. 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
- Region: Africa
- Country: nan (nan)
- Currency: USD
BTCUSD Performance
- MTD
- Return: 9.6%, Sharpe: 7.37, Volatility: 29.2%, Max Drawdown: -2.0%
- YTD
- Return: -14.5%, Sharpe: -0.68, Volatility: 55.1%, Max Drawdown: -35.3%
- 1Y
- Return: -10.6%, Sharpe: -0.05, Volatility: 41.8%, Max Drawdown: -49.7%
- 5Y
- Return: 18.1%, Sharpe: 0.34, Volatility: 55.5%, Max Drawdown: -76.6%
- 10Y
- Return: 17308.1%, Sharpe: 1.09, Volatility: 65.7%, 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.