KK_BRR_BTCUSD

Single-asset

Kaiko BTC Benchmark Reference Rate

86,942.38 USD

-476.75 USD(-0.55%)

KK_BRR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -0.46%

  • 1M

    -4.93%

  • 1Y

    -11.69%

  • YTD

    -8.79%

Risk

  • Volatility

    39.7%

  • Max drawdown

    -33.78%

  • Drawdown days

    34

  • Average drawdown

    -10.61%

Risk-adjusted performance

  • Sharpe ratio

    -0.11

  • Sortino

    -0.16

  • Calmar ratio

    -0.35

  • Gain/Pain ratio

    -0.02

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    +0.00%

  • Alpha

    0.0

  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_BRR_BTCUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_BRR_CRVUSD

Kaiko CRV Benchmark Reference Rate

0.3754 USD

+3.06%
Learn more

KK_BRR_AXSUSD

Kaiko AXS Benchmark Reference Rate

0.8592 USD

+2.67%
Learn more

KK_BRR_CHZUSD

Kaiko CHZ Benchmark Reference Rate

0.0354 USD

+2.15%
Learn more