KK_RFR_BCHUSD

Single-asset

Kaiko BCH Reference Rate

276.11 USD

-4.63 USD(-1.65%)

KK_RFR_BCHUSD price chart

Key statistics

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

Performance

  • 1W

    -12.21%
  • 1M

    -9.93%
  • 1Y

    -49.05%
  • YTD

    -53.60%

Risk

  • Volatility

    75.19%
  • Max drawdown

    -71.21%
  • Drawdown days

    44
  • Average drawdown

    -15.86%

Risk-adjusted performance

  • Sharpe ratio

    -0.53
  • Sortino

    -0.8
  • Calmar ratio

    -0.69
  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -27.81%
  • Excess return

    -21.25%
  • Alpha

    -0.16
  • Beta

    1.03

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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