ASTER: Sharpe Ratio (90D)
Aster Sharpe Ratio (90D) was 0.801 on 9 Nov 2026 (latest daily value).
ASTER's return per unit of risk over the last 90 days: average daily return divided by the standard deviation of daily returns, annualised.
Why use it. Compares how well price moves have paid for their swings, across time and across coins. How to read it. Above 1 is a strong risk-adjusted run, around 0 a flat one, below 0 a falling market. Short windows swing widely; the 365-day window is the usual yardstick.
Calculation. sqrt(365) x mean(r) / sample standard deviation(r) (divisor N - 1) over the last 90 returns, with a zero benchmark (no risk-free rate is subtracted). From CryptoKeyhole's own US dollar price chart of ASTER, closed periods only. Returns are 24-hour returns r = close / close 24 hours earlier - 1; daily values use the closes of UTC days, hourly values recompute the same statistic at every hour from the closes 24, 48 ... hours before it, so a day's last hour gives its daily value wherever the hourly closes are complete. A window of N days needs N + 1 closes exactly a day apart: a missing close leaves every window that needs it empty, nothing is filled in. The open UTC day shows a labelled partial at the latest completed hour. History starts once the price chart has the window's closes; it is a description of the past, not a forecast.