Stats › Crypto › Crypto carry
Crypto carry paid a Sharpe above six and then turned negative in 2025
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.
Alleen voor leden
De rest van deze pagina is voor leden
Below this point there are 4 sections and 3 named sources, roughly 500 words of it. Every figure carries the source it came from and the date the data is from.
Je kunt elke statistiek in de bibliotheek gratis blijven bekijken. De intro en de samenvatting zijn altijd open.