KK_BRR_BTCUSD

Single-asset

Kaiko BTC Benchmark Reference Rate

71,085.06 USD

+2,009.97 USD(+2.91%)

KK_BRR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -8.43%
  • 1M

    -12.49%
  • 1Y

    -26.34%
  • YTD

    -19.13%

Risk

  • Volatility

    40.2%
  • Max drawdown

    -46.18%
  • Drawdown days

    31
  • Average drawdown

    -9.19%

Risk-adjusted performance

  • Sharpe ratio

    -0.56
  • Sortino

    -0.73
  • Calmar ratio

    -0.57
  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -26.34%
  • Excess return

    +0.00%
  • Alpha

    0.0
  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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