BRETT: Sortino Ratio (90D)
Brett Sortino Ratio (90D) was 0.297 on 9 Nov 2026 (latest daily value).
BRETT's return per unit of downside risk over the last 90 days: like the Sharpe ratio, but only falling days count as risk.
Why use it. A coin with large up-moves and mild drops scores better here than on the Sharpe ratio. How to read it. Higher is better; compare it with the Sharpe ratio of the same window to see whether the volatility was mostly upside or downside.
Calculation. sqrt(365) x mean(r) / downside deviation, sqrt(sum(min(r, 0)^2) / N), over the last 90 returns, zero target. From CryptoKeyhole's own US dollar price chart of BRETT, 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.