@nazifi3737

While the Top 20 assets often move close to neutral Sharpe levels and smaller caps experience deeper negative swings, the 21–40 group repeatedly spikes into higher positive Sharpe territory, even exceeding 20 at certain points in late January. This suggests that mid-cap assets are currently offering the best risk-adjusted returns in the market. Practical takeaway for traders: Instead of concentrating only on large caps or chasing highly volatile small caps, allocating capital to mid-cap assets (21–40 range) may provide a better balance between return and risk. This is the example of how risk dashboards help identify where the market is rewarding risk the most.

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