KK_BRR_BTCUSD

Single-asset

Kaiko BTC Benchmark Reference Rate

70,842.67 USD

+946.30 USD(+1.35%)

KK_BRR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -0.91%

  • 1M

    +9.22%

  • 1Y

    -18.30%

  • YTD

    -19.41%

Risk

  • Volatility

    39.76%

  • Max drawdown

    -48.89%

  • Drawdown days

    31

  • Average drawdown

    -8.67%

Risk-adjusted performance

  • Sharpe ratio

    -0.31

  • Sortino

    -0.42

  • Calmar ratio

    -0.37

  • Gain/Pain ratio

    -0.04

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    +0.00%

  • Alpha

    0.0

  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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