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Published Paper Details:
Paper Title
Risk-Adjusted Performance and Volatility Analysis of Cryptocurrencies: A Multi-Metric Approach"
Authors
Kari gooli, CMA Dr. Jeelan Bash V
Keywords
Risk-Adjusted Performance and Volatility Analysis of Cryptocurrencies: A Multi-Metric Approach"
Abstract
This study aims to evaluate the performance and risk characteristics of selected assets, including cryptocurrencies (BTC, BNB, ETH, and USDT), using various financial metrics such as Sharpe Ratio, Sortino Ratio, Treynor Ratio, Maximum Drawdown, VaR, Expected Shortfall, and Calmar Ratio. The objective is to rank the assets based on risk-adjusted returns, volatility, and downside risk to provide a comprehensive analysis for different investor profiles. The findings suggest that BNB offers the best risk-return balance, while USDT provides the least volatility but minimal growth potential. BTC and ETH show moderate to high risk, making them suitable for risk-tolerant investors. These results provide valuable insights for portfolio allocation and risk management strategies.
IJCRT's Publication Details
Unique Identification Number - IJCRT2409760
Paper ID - 269903
Page Number(s) - g809-g823
Pubished in - Volume 12 | Issue 9 | September 2024
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Publisher Name - IJCRT | www.ijcrt.org | ISSN : 2320-2882
E-ISSN Number - 2320-2882
Cite this article
Kari gooli, CMA Dr. Jeelan Bash V, "Risk-Adjusted Performance and Volatility Analysis of Cryptocurrencies: A Multi-Metric Approach"", International Journal of Creative Research Thoughts (IJCRT), ISSN:2320-2882, Volume.12, Issue 9, pp.g809-g823, September 2024, Available at :http://www.ijcrt.org/papers/IJCRT2409760.pdf
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ISSN: 2320-2882 Impact Factor: 7.97 and ISSN APPROVED Journal Starting Year (ESTD) : 2013
ISSN and 7.97 Impact Factor Details
ISSN: 2320-2882 Impact Factor: 7.97 and ISSN APPROVED Journal Starting Year (ESTD) : 2013
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