KK_BRR_BTCUSD

Single-asset

Kaiko BTC Benchmark Reference Rate

$113,439.77

+$507.37(+0.45%)

KK_BRR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -2.13%

  • 1M

    +4.25%

  • 1Y

    +78.66%

  • YTD

    +19.00%

Risk

  • Volatility

    40.64%

  • Max drawdown

    -27.53%

  • Drawdown days

    24

  • Average drawdown

    -6.57%

Risk-adjusted performance

  • Sharpe ratio

    1.63

  • Sortino

    2.54

  • Calmar ratio

    2.87

  • Gain/Pain ratio

    0.26

Benchmark comparison

  • BTC return

    +78.66%

  • Excess return

    +0.00%

  • Alpha

    0.0

  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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