ADA, BTC and ETH: Risk-Adjusted Return analysis

Risk adjusted returns is one of the most basic premises in finance used to make investment decisions.
A risk-adjusted return is a measure that puts returns into context based on the amount of risk involved in an investment.
In short, the higher risk, the higher return an investor should expect.

But have you ever thought if the return is justified enough for the underlying factors ?

There are several measures of risk , I will use the most common ones here.
I will not explain the meaning of the various ratios because I assume you are already familiar with them.
If not, the internet is full of sites ready to explain to you the definitions, merits and limitations of these indicators.

In this post I will limit myself only to applying them to the three best known cryptos in a 3-year time frame : BTC, ETH and ADA

Let’s start.

1) PERFORMANCE

2) SHARPE RATIO

3) SORTINO

4) MAX DRAWDOWN

5) CALMAR

6) MAX DRAWDOWN DURATION

8) OMEGA CURVE

And that’s all folks.
Do your own due diligence and draw your own conclusions

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