Most useful when
Sharpe (90d) is most useful when you want to judge the quality of return over a holding period instead of only reading the latest price move.
Metric detail
Ranking viewSharpe (90d)
Return per unit of risk over the last 90 days
Metric ranking
Metric ranking
See which assets currently stand out on this metric.
Top Assets
- 4.35
- 4.14
- 3.89
- 3.79
- 3.68
- 3.57
- 3.55
- 3.43
- 3.40
- 3.36
Bottom Assets
- -1.57
- -1.58
- -1.58
- -1.58
- -1.59
- -1.59
- -1.60
- -1.60
- -1.61
- -1.65
Assets with missing values are hidden. · Top Assets · 25 Entries · Bottom Assets · 25 Entries
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When to use this metric
Use this metric to read one signal clearly.
Read the explanation first. Then use the ranking to compare the signal across assets.
What it helps you see
This performance lens separates raw outcome from the amount of risk, drawdown, or efficiency needed to achieve it.
Why it changes the ranking view
Use it to distinguish impressive-looking return from return that is genuinely repeatable or efficient enough to matter in comparison.
What to open next
Use the definition and formula first, then compare the ranking to see which assets currently stand out on this return lens.
Metric explainer
Read the definition, sources, calculation, and interpretation after the ranking above.
Description
The Sharpe ratio relates return to risk.
Higher values occur when an asset delivered returns while moving relatively smoothly (with less volatility).
We use a short 90-day window. It reacts quickly to market regimes, but it’s also more sensitive to short-term outliers.
Important: in this simplified variant we don’t subtract an explicit risk-free rate - it’s mainly meant for comparisons within this universe.
Source
Calculation
- 1) r_t = (Price_t / Price_{t-1}) − 1
- 2) R_90 = Π(1 + r_t) − 1
- 3) σ = std(r_t)
- 4) σ_90 = σ * √90
- 5) R_90 / σ_90
Interpretation
- Higher is better.
- Values around 0 mean: little return relative to volatility - values below 0 indicate negative return while still taking risk.