KK_RFR_BCHUSD

Single-asset

Kaiko BCH Reference Rate

238.31 USD

-6.95 USD(-2.83%)

KK_RFR_BCHUSD price chart

Key statistics

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

Performance

  • 1W

    -0.04%
  • 1M

    +19.55%
  • 1Y

    -52.87%
  • YTD

    -59.95%

Risk

  • Volatility

    65.39%
  • Max drawdown

    -71.21%
  • Drawdown days

    44
  • Average drawdown

    -17.37%

Risk-adjusted performance

  • Sharpe ratio

    -0.82
  • Sortino

    -1.1
  • Calmar ratio

    -0.74
  • Gain/Pain ratio

    -0.11

Benchmark comparison

  • BTC return

    -47.79%
  • Excess return

    -5.08%
  • Alpha

    0.02
  • Beta

    0.98

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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