Aggregated Group Performance & Risk i
These charts show the evolution of each size cohort’s metrics over time. Click on a sector row to see the individual assets within it.ket
Size Group / Asset
Market Cap
Returns i
The market-cap weighted average percentage change in price over the selected period.
Volatility i
The annualized standard deviation of hourly returns for the sector, indicating the degree of price variation or instability. Higher values mean higher risk.
Upside Volatility i
Volatility calculated using only positive (upward) price movements. A high value suggests strong positive price trends.
Downside Volatility i
Volatility calculated using only negative (downward) price movements. This is often considered "bad" volatility and a key measure of investment risk.
Sharpe Ratio i
Measures risk-adjusted return by dividing the excess return over the risk-free rate by the total volatility. A higher Sharpe Ratio indicates better performance for the amount of risk taken.
Sortino Ratio i
Similar to the Sharpe Ratio, but it only penalizes for downside volatility. It differentiates harmful volatility from overall volatility. A higher Sortino Ratio is better.