KK_RFR_BCHUSD

Single-asset

Kaiko BCH Reference Rate

217.64 USD

+1.87 USD(+0.87%)

KK_RFR_BCHUSD price chart

Key statistics

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

Performance

  • 1W

    +4.80%
  • 1M

    +5.29%
  • 1Y

    -61.72%
  • YTD

    -63.43%

Risk

  • Volatility

    63.96%
  • Max drawdown

    -71.21%
  • Drawdown days

    89
  • Average drawdown

    -28.98%

Risk-adjusted performance

  • Sharpe ratio

    -1.18
  • Sortino

    -1.54
  • Calmar ratio

    -0.87
  • Gain/Pain ratio

    -0.16

Benchmark comparison

  • BTC return

    -44.34%
  • Excess return

    -17.38%
  • Alpha

    -0.26
  • Beta

    0.98

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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