Reading a Track Record

The Sharpe Ratio measures return per unit of risk (volatility).

Textbook formula: (Portfolio Return - Risk-Free Rate) / Standard Deviation of Returns

- < 1.0: Below average - 1.0 - 2.0: Good - 2.0 - 3.0: Excellent - > 3.0: Exceptional (and rare over long periods)

On Deepmint, a Player's Sharpe ratio comes from their scored claims, not from a portfolio. Each matured claim's return counts as one period: Sharpe = average claim return / standard deviation of claim returns × √252. No risk-free rate is subtracted. Higher means more consistent returns per call.