Bitcoin USD (BTCUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Bitcoin USD (BTCUSD): 1Y return -27.8%, Sharpe ratio -0.52, volatility 42.9%, max drawdown -49.2%. 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: -2.1%, Sharpe: -2.62, Volatility: 24.9%, Max Drawdown: -4.8%
- YTD
- Return: -6.6%, Sharpe: 0.03, Volatility: 43.9%, Max Drawdown: -39.6%
- 1Y
- Return: -27.8%, Sharpe: -0.52, Volatility: 42.9%, Max Drawdown: -49.2%
- 5Y
- Return: 45.9%, Sharpe: 0.40, Volatility: 50.8%, Max Drawdown: -76.6%
- 10Y
- Return: 12751.9%, Sharpe: 1.05, Volatility: 65.1%, 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.