You just enter your portfolio symbols and % and it gives you the risk adjusted returns. Works for 1-12 coin or token portfolios. Includes most top 300 coins by market cap. Has a 12 month version and a 6 month version since not all top 300s have been around for a year.
Edit: Fixed a major bug, where all days were shifted by 1.
Google Sheet: 12 Month | 6 Month
Copy to your google drive or download as excel file to use.
Information Ratio is similar to Sharpe Ratio but uses a benchmark, I used CCI30.
For the IR of individual coins/tokens check these sheets:
IR google sheets: 12 Month | 6 Month
Notes:
Higher number is better, benchmark is an IR of 0.
Higher volatility is more risky.
Not financial advice
Data is from coingecko
If you make a BTC ETH 60:50 portfolio, it doesn't break. It'll just think you have $60 of BTC and $50 of ETH and do the math with that.
