KK_BRR_BTCUSD

Single-asset

Kaiko BTC Benchmark Reference Rate

83,728.94 USD

+792.12 USD(+0.96%)

KK_BRR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -1.84%
  • 1M

    -0.43%
  • 1Y

    -26.08%
  • YTD

    -4.75%

Risk

  • Volatility

    42.8%
  • Max drawdown

    -49.23%
  • Drawdown days

    180
  • Average drawdown

    -28.0%

Risk-adjusted performance

  • Sharpe ratio

    -0.49
  • Sortino

    -0.68
  • Calmar ratio

    -0.53
  • Gain/Pain ratio

    -0.07

Benchmark comparison

  • BTC return

    -26.08%
  • Excess return

    +0.00%
  • Alpha

    0.0
  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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