KK_RFR_BCHUSD

Single-asset

Kaiko BCH Reference Rate

567.01 USD

-9.27 USD(-1.61%)

KK_RFR_BCHUSD price chart

Key statistics

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

Performance

  • 1W

    +1.17%
  • 1M

    +2.33%
  • 1Y

    +22.64%
  • YTD

    +25.98%

Risk

  • Volatility

    72.5%
  • Max drawdown

    -43.36%
  • Drawdown days

    29
  • Average drawdown

    -12.45%

Risk-adjusted performance

  • Sharpe ratio

    0.64
  • Sortino

    0.99
  • Calmar ratio

    0.52
  • Gain/Pain ratio

    0.10

Benchmark comparison

  • BTC return

    -11.69%
  • Excess return

    +34.33%
  • Alpha

    0.51
  • Beta

    1.18

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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