BSOL vs ETHE: returns, Sharpe ratio and drawdown
Performance
BSOL-44.11%ETHE-40.93%
Current Drawdown
BSOL-44.11%ETHE-43.93%
Rolling Volatility
BSOL+3.86%ETHE+2.69%
METRICS
Correlation Matrix
Metrics
Risk Indicators
BSOLETHE
Alpha
BSOL
—
ETHE
-60.71%
Beta
BSOL
—
ETHE
2.44x
Sharpe
BSOL
—
ETHE
-0.61
Sortino
BSOL
—
ETHE
-0.85
Omega
BSOL
—
ETHE
0.90
Calmar
BSOL
—
ETHE
-0.64
Martin
BSOL
—
ETHE
-0.85
Comparisons