KK_BRR_COMPUSD

Single-asset

Kaiko COMP Benchmark Reference Rate

17.79 USD

+0.1732 USD(+0.98%)

KK_BRR_COMPUSD price chart

Key statistics

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

Performance

  • 1W

    +0.58%

  • 1M

    -2.47%

  • 1Y

    -62.38%

  • YTD

    -30.24%

Risk

  • Volatility

    73.83%

  • Max drawdown

    -71.46%

  • Drawdown days

    51

  • Average drawdown

    -17.6%

Risk-adjusted performance

  • Sharpe ratio

    -0.96

  • Sortino

    -1.34

  • Calmar ratio

    -0.86

  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -38.16%

  • Excess return

    -24.22%

  • Alpha

    -0.34

  • Beta

    0.93

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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