KK_RFR_BICOUSD

Single-asset

Kaiko BICO Reference Rate

0.0427 USD

+0.0175 USD(+69.40%)

KK_RFR_BICOUSD price chart

Key statistics

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

Performance

  • 1W

    +126.29%
  • 1M

    +82.94%
  • 1Y

    -51.80%
  • YTD

    +3.20%

Risk

  • Volatility

    119.19%
  • Max drawdown

    -85.42%
  • Drawdown days

    35
  • Average drawdown

    -15.16%

Risk-adjusted performance

  • Sharpe ratio

    -0.08
  • Sortino

    -0.14
  • Calmar ratio

    -0.59
  • Gain/Pain ratio

    -0.01

Benchmark comparison

  • BTC return

    -38.16%
  • Excess return

    -13.64%
  • Alpha

    0.4
  • Beta

    1.26

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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