KK_BRR_BTCUSD

Single-asset

Kaiko BTC Benchmark Reference Rate

71,504.35 USD

+894.49 USD(+1.27%)

KK_BRR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    +6.41%

  • 1M

    +10.25%

  • 1Y

    -14.21%

  • YTD

    -18.65%

Risk

  • Volatility

    39.76%

  • Max drawdown

    -48.89%

  • Drawdown days

    26

  • Average drawdown

    -7.73%

Risk-adjusted performance

  • Sharpe ratio

    -0.19

  • Sortino

    -0.25

  • Calmar ratio

    -0.29

  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    -14.21%

  • Excess return

    +0.00%

  • Alpha

    0.0

  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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