Where can I find Sharpe ratios of cryptocurrecnies?

10 000 question challengeCategory: Profits (trading, ICO, mining)Where can I find Sharpe ratios of cryptocurrecnies?
crypton Staff asked 4 weeks ago
1 Answers
crypton Staff answered 4 weeks ago

Sharpe ratio is a classical financial metrics that helps rebalancing and optimizing your portfolio based on risk-adjusted returns. John Young, a founder of cryptosheets.com presented his sheet for automatic calculation of Sharpe-rations in his post on Medium.

Here is a link to the spreadsheet.

Google Sheets Add-in

You can find instructions and even a video via the link in the end of this answer.

By the way, John also calculated Sharpe ratios for main cryptocurrencies from December 2016 to December 2017 and came to a conclusion that these 3 coins are most efficient in terms of risk-adjusted returns:
1) Bitcoin (Sharpe ~4)
2) Dash (3.2)
3) XMR (>2.5)

Source: https://medium.com/spreadstreet/top-12-cryptocurrencies-ranked-by-risk-adjusted-return-34356cb6acab

Your Answer