Risk-adjusted return metrics for Bitcoin. Sharpe ratio uses total volatility; Sortino uses only downside volatility. Higher values indicate better risk-adjusted performance.
Bitcoin's Sharpe ratio over multi-year periods has historically outperformed traditional assets. Sortino ratio is more relevant for loss-averse investors.
Analysis of Bitcoin's historical price performance by month, day of week, and quarter. Identifies recurring seasonal patterns in returns.
The actual observed volatility of Bitcoin's price over a specific period, calculated from historical price data. Typically expressed as annualised standard deviation.
Compound Annual Growth Rate — the annualised rate of return for Bitcoin over various time periods. Provides a smoothed view of long-term performance.
The width of Bollinger Bands (distance between upper and lower bands) as a percentage of the middle band. Measures the degree of price volatility compression or expansion.