KK_BRR_ICPUSD

Single-asset

Kaiko ICP Benchmark Reference Rate

2.68 USD

-0.2977 USD(-10.01%)

KK_BRR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    +5.82%

  • 1M

    +6.23%

  • 1Y

    -42.73%

  • YTD

    -3.71%

Risk

  • Volatility

    91.75%

  • Max drawdown

    -76.97%

  • Drawdown days

    83

  • Average drawdown

    -40.78%

Risk-adjusted performance

  • Sharpe ratio

    -0.18

  • Sortino

    -0.32

  • Calmar ratio

    -0.48

  • Gain/Pain ratio

    -0.04

Benchmark comparison

  • BTC return

    -37.19%

  • Excess return

    -5.54%

  • Alpha

    0.23

  • Beta

    0.99

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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