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Statistik › Krypto › Crypto carry

Crypto carry paid a Sharpe above six and then turned negative in 2025

Full sample 2020 to 2025: 6.45+6.45Full sample2020 to 2025From 2024: 4.06+4.06From 2024

Annualised Sharpe ratio of the long-spot short-perpetual carry trade. The source states the figure turned negative in 2025 without giving a number, so 2025 has no bar here rather than an invented one. The authors' conclusion is that funding premia are neither guaranteed nor permanent.

The long-spot short-perpetual trade earned an annualised Sharpe of 6.45 from August 2020. From 2024 it fell to 4.06, and in 2025 it went negative. The perpetual-to-spot deviation that drives it is shrinking about 11% a year.

6.45Annualised Sharpe of the long-spot short-perpetual carry, August 2020 to May 2025
4.06The same Sharpe measured from 2024 onward
NegativIm Jahr 2025
Etwa 11%Annual shrinkage in the Binance perpetual-to-spot deviation, t = -5.22

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