KK_RFR_BCHUSD

Single-asset

Kaiko BCH Reference Rate

305.06 USD

+10.31 USD(+3.50%)

KK_RFR_BCHUSD price chart

Key statistics

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

Performance

  • 1W

    -19.62%
  • 1M

    -31.24%
  • 1Y

    -25.32%
  • YTD

    -48.74%

Risk

  • Volatility

    60.77%
  • Max drawdown

    -54.83%
  • Drawdown days

    26
  • Average drawdown

    -11.8%

Risk-adjusted performance

  • Sharpe ratio

    -0.17
  • Sortino

    -0.24
  • Calmar ratio

    -0.46
  • Gain/Pain ratio

    -0.02

Benchmark comparison

  • BTC return

    -30.16%
  • Excess return

    +4.84%
  • Alpha

    0.15
  • Beta

    0.91

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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