2023-5-1 19:07 |
Quick Take The Sharpe Ratio measures risk-adjusted return, which considers each asset’s volatility. We looked at the Sharpe Ratio of assets over time; we’ll calculate the rolling Sharpe Ratio for each asset using a 12-month rolling window. A higher Sharpe Ratio indicates better risk-adjusted performance. Looking at five popular assets, Bitcoin generates the best returns based on the Share Ratio. Bitcoin: 6344.70% S&P 500: 241.27% Nasdaq: 423.21% TLT: 11.88% US House Prices: 103.15% Sharpe ratio: (Source: FRED)
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