Hi!
Our platform has various investment strategy indicators, which we will discuss today.
We have a short video guide about this topic, and definitely recommend you to check it out
To get started with investment performance, you need to go to any portfolio, scroll down to the statistics section, and click on the “Investment” tab.
When you click on it, you can see many indicators that reflect the attractiveness of the strategy from an investment point of view.
Each indicator has intuitive measures, thanks to which the strategy evaluation becomes even more accessible.
Indicators have their visual display. As a rule, the greener the area in which the pointer is located, the better. But there are exceptions.
Let’s quickly break down each metric:
Lifetime experience – displays the length of the history of the strategy.
Sharpe ratio – displays the ratio of the strategy’s profitability to its risk. The larger value of Sharpe, the more effective the strategy.
Calmar ratio – displays the effectiveness of the strategy adjusted for drawdown. It is a complex but popular indicator, used even by large funds.
Treynor ratio – displays the profitability of the strategy adjusted for its volatility. For which the lower the risk ratio is taken on the investor and the higher the profit – the better
Sortino ratio – very similar to Sharpe, but using a different risk measure.
Schwager ratio – displays the investment attractiveness of a strategy by comparing return with risk.
Alpha ratio – displays the profitability of the strategy relative to bitcoin.
Volatility – displays the average deviation of returns. It shows how quickly the yield changes.
IR – displays the profitability of the strategy relative to bitcoin, adjusted for volatility.
Beta ratio – shows the volatility of the strategy relative to bitcoin. If the strategy has a positive beta, the volatility of the strategy’s returns is higher than the volatility of bitcoin’s returns. If negative, the opposite is true.
R2 – displays the correlation of portfolio returns with bitcoin.
M2 – displays improved Sharpe ratio adjusted for risk and alpha.
Thanks to them, the investment attractiveness of each strategy can be assessed, which allows you to objectively say whether it is worth investing in a particular strategy.
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