KK_BRR_BTCUSD

Single-asset

Kaiko BTC Benchmark Reference Rate

103,747.96 USD

+2,072.62 USD(+2.04%)

KK_BRR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -5.83%
  • 1M

    -5.81%
  • 1Y

    +30.09%
  • YTD

    +8.84%

Risk

  • Volatility

    40.26%
  • Max drawdown

    -27.53%
  • Drawdown days

    31
  • Average drawdown

    -8.48%

Risk-adjusted performance

  • Sharpe ratio

    0.85
  • Sortino

    1.25
  • Calmar ratio

    1.09
  • Gain/Pain ratio

    0.13

Benchmark comparison

  • BTC return

    +30.09%
  • Excess return

    +0.00%
  • Alpha

    0.0
  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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