KK_BRR_ALGOUSD

Single-asset

Kaiko ALGO Benchmark Reference Rate

0.1176 USD

+0.00379262 USD(+3.33%)

KK_BRR_ALGOUSD price chart

Key statistics

All metrics despite performance, are computed on a rolling 1 year period.

Performance

  • 1W

    +4.77%
  • 1M

    +5.70%
  • 1Y

    -39.40%
  • YTD

    +5.42%

Risk

  • Volatility

    79.26%
  • Max drawdown

    -73.33%
  • Drawdown days

    117
  • Average drawdown

    -37.84%

Risk-adjusted performance

  • Sharpe ratio

    -0.24
  • Sortino

    -0.38
  • Calmar ratio

    -0.54
  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    -13.76%
  • Excess return

    -25.64%
  • Alpha

    -0.1
  • Beta

    1.33

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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