Google Sheets: Full Year | Half Year

Data files (for checking my math, or if you wanna do your own stuff with it): Year | Half

Most recent day on file: 2021-10-28.

The Information Ratio is a way to put returns of an asset in perspective of its risk, this is compared with a benchmark. The benchmark I used is CCI30, a crypto index with top 30 coins weighted based on marketcap.

Removing wrapped, stable coins, and things newer than 6 month old. That leaves 247 items. ICP failed to make the list. Raw data comes from the coingecko API.

There are two IR tables, one with half year, and one with a full year. Since quite a few coins/tokens are younger than a year old, eg. REEF.

SHIB had 12 missing days in 2020. This affects the Full Year entry. Filling in the missing data with previous day's gives an improbable 5606 IR with 184 volatility. This result has been omitted as an error.

Agix also had missing days but wasn't removed because it performed slightly worse than benchmark.

Bigger number IR is better, bigger volatility is more volatile. Benchmark is 0 (technically 0/0).

Edit: Btw, Link (LN) is not Chainlink (LINK).

Edit 2: The google sheets show stuff outside of the top 15, in case you wanna search your fav alt.

Full Year Top 15

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Half Year Top 15

Thoughts

Four things are in the top 15 of both list: SOL, FTM, XYO, XDB.

BTC ranges from -0.117 to 0.051. (Better in half year)

ETH ranges from 0.147 to 0.625. (Better in full year).

DOGE is at rank 13 in full year, 139 in half year.

The most volatile thingy is Prometheus (PROM), in both lists.

Bitcoin Cash ABC made top 20 of half year at 0.703.