## Figure 1.13. Crypto Assets: Size, Price Appreciation, Realized Volatility and Sharpe Ratio

## Source details

**Canonical URL:** [Figure 1.13. Crypto Assets: Size, Price Appreciation, Realized Volatility and Sharpe Ratio](https://www.imf.org/-/media/files/publications/gfsr/2018/april/ch1/csv/figure1-13.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2018/april/ch1/csv/figure1-13.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2018/april/ch1/csv/figure1-13.csv.json)

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### Dataset overview
- Worksheet name: "csv"
- Row count: 12
- Column count: 9

### Annualized Sharpe Ratio of the Selected Asset Classes (Last 1 yr)
- FANGS: 2.67
- Crypto assets: 2.51
- US real estate: 1.08
- S&P 500: 1.65
- US bonds: -0.38
- Gold: 0.05
- Oil: 0.43
- EM FX: 1.09

*Source: figure1-13 (csv worksheet)*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2018/april/ch1/csv/figure1-13.csv_