Calculations › Market Risk

Get the risk profile (max drawdown, volatility, Sharpe ratio) for a specific symbol (edit the symbol)

The query

-- Sharpe ratio assumes a 0% risk-free rate (no interest-rate data source available)
SELECT analysis_type,
       (payload->>'value')::float AS value,
       computed_at
FROM ticker_analysis
WHERE ticket = 'AAPL' AND analysis_type IN ('max_drawdown', 'volatility', 'sharpe_ratio')

Runs against Cryptobi's market tables — ticketname (symbols), ticketprice (daily prices and volume) and symbolmetadata (sector, exchange, market cap and other reference fields).

Current output

Analysis typeValueComputed at
max_drawdown -28.70 2026-09-30 21:02:08.316218
volatility 30.30 2026-09-30 21:02:08.316218
sharpe_ratio 0.86 2026-09-30 21:02:08.316218

Live output, first 3 rows, refreshed periodically. Model estimates are trend projections from recent prices, not financial advice.

Run this on your own holdings, change it, or write your own in SQL or Python — then put it on a dashboard or have it emailed on a schedule. Free, no credit card.

Sign Up Free

Related calculations