Top 3 Assets by Risk-Adjusted Returns

Comparing Bitcoin against traditional and digital benchmarks over a 24-month horizon to determine which assets provided the best performance for the level of risk.

The top 3

  1. Bitcoin (BTC) Performance: Bitcoin leads the digital asset category with a Sharpe ratio significantly higher than any major altcoin over the two-year observation period. Bitcoin
  2. Gold as a Hedge Competitor: Gold remains the primary traditional alternative, outperforming 90% of altcoins in stability and recovery during market drawdown periods.
  3. US Treasury Bills: Short-term government debt has served as the safest 'losing bet' alternative, offering yields that eclipsed the returns of most speculative crypto tokens.

Sources

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