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Capitalrotation Capitalrotation Sortinoratio Tradfi Capitalrotation Sortinoratio Tradfi

Bitcoin

The Sortino Ratio (vs TradFi) is a risk-adjusted performance ratio for Bitcoin. It compares Bitcoin's Sortino ratio to traditional-finance assets over five years.

Why it matters

It measures return earned per unit of risk, allowing fair comparison across assets.

How it is built

Bitcoin's returns are divided by a risk measure (sortino-specific) over the period.

What to watch

Higher values mean better risk-adjusted performance; it contextualizes raw returns against volatility or drawdown.

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