KK_RFR_BCHUSD

Single-asset

Kaiko BCH Reference Rate

271.50 USD

+9.42 USD(+3.59%)

KK_RFR_BCHUSD price chart

Key statistics

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

Performance

  • 1W

    +22.67%
  • 1M

    +31.34%
  • 1Y

    -51.11%
  • YTD

    -54.38%

Risk

  • Volatility

    69.71%
  • Max drawdown

    -71.21%
  • Drawdown days

    60
  • Average drawdown

    -18.74%

Risk-adjusted performance

  • Sharpe ratio

    -0.68
  • Sortino

    -0.98
  • Calmar ratio

    -0.72
  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    -28.65%
  • Excess return

    -22.46%
  • Alpha

    -0.22
  • Beta

    1.03

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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