Coinbase Bitcoin Related Correlations |
COINBASBTC -- Cryptlandia Crypto | USD 3,597 8.95 0.25% |
Horizon | 30 Days Login to change |
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Evaluating the first 10 symbols. Please upgrade your account to plot more symbols
Correlation Matchups
High positive correlations | Insignificant Correlation | High negative correlations | ||
Weakest Diversification |   | Strongest Diversification |   | Weakest Diversification |
Performance Indicators
MeanDeviation | JensenAlpha | SortinoRatio | TreynorRatio | SemiDeviation | InformationRatio | ExpectedShortfall | PotentialUpside | ValueAt Risk | MaximumDrawdown | ||
6.84 | 2.47 | 0.00 | (1.90) | 0.00 | 0.09 | 0.00 | 0.00 | 0.00 | 50.12 | ||
8.96 | 1.00 | 0.00 | 0.24 | 0.00 | 0.06 | 0.00 | 0.02 | (35.00) | 149.99 | ||
5.12 | 0.45 | 0.00 | 3.16 | 0.00 | 0.0235 | 0.00 | 9.29 | (11.63) | 91.21 | ||
0.90 | 0.18 | 0.00 | (0.96) | 0.00 | 0.0262 | 0.00 | 0.00 | 0.00 | 19.92 | ||
6.44 | (1.31) | 0.00 | (45.95) | 0.00 | (0.15) | 0.00 | 18.24 | (15.21) | 45.19 | ||
7.04 | 0.93 | 0.13 | 0.87 | 6.56 | 0.08 | (10.70) | 18.01 | (10.31) | 76.03 | ||
8.48 | 2.72 | 0.28 | 1.36 | 7.70 | 0.25 | (10.71) | 25.00 | (14.52) | 48.79 | ||
3.87 | 0.78 | 0.18 | 35.12 | 3.31 | 0.12 | (4.49) | 10.67 | (6.74) | 27.78 | ||
3.97 | 0.74 | 0.13 | (2.10) | 4.40 | 0.10 | (4.47) | 11.51 | (7.66) | 34.38 | ||
4.51 | 0.94 | 0.17 | 18.97 | 4.47 | 0.13 | (5.39) | 13.49 | (8.89) | 34.52 |
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