KK_BRR_BTCUSD

Single-asset

Kaiko BTC Benchmark Reference Rate

80,374.23 USD

+2,336.52 USD(+2.99%)

KK_BRR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    +10.94%
  • 1M

    +28.27%
  • 1Y

    -28.65%
  • YTD

    -8.56%

Risk

  • Volatility

    42.52%
  • Max drawdown

    -53.37%
  • Drawdown days

    71
  • Average drawdown

    -13.1%

Risk-adjusted performance

  • Sharpe ratio

    -0.58
  • Sortino

    -0.79
  • Calmar ratio

    -0.54
  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -28.65%
  • Excess return

    +0.00%
  • Alpha

    0.0
  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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