KK_BRR_BCHUSD

Single-asset

Kaiko BCH Benchmark Reference Rate

579.95 USD

-7.15 USD(-1.22%)

KK_BRR_BCHUSD price chart

Key statistics

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

Performance

  • 1W

    +4.76%
  • 1M

    +4.76%
  • 1Y

    -6.28%
  • YTD

    +28.97%

Risk

  • Volatility

    76.28%
  • Max drawdown

    -55.96%
  • Drawdown days

    121
  • Average drawdown

    -32.18%

Risk-adjusted performance

  • Sharpe ratio

    0.29
  • Sortino

    0.44
  • Calmar ratio

    -0.11
  • Gain/Pain ratio

    0.04

Benchmark comparison

  • BTC return

    -10.42%
  • Excess return

    +4.14%
  • Alpha

    0.25
  • Beta

    1.24

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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