KK_RFR_BNBUSD

Single-asset

Kaiko BNB Reference Rate

745.35 USD

-6.46 USD(-0.86%)

KK_RFR_BNBUSD price chart

Key statistics

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

Performance

  • 1W

    -5.37%
  • 1M

    -2.98%
  • 1Y

    -41.52%
  • YTD

    -13.55%

Risk

  • Volatility

    46.51%
  • Max drawdown

    -57.28%
  • Drawdown days

    364
  • Average drawdown

    -57.28%

Risk-adjusted performance

  • Sharpe ratio

    -0.92
  • Sortino

    -1.21
  • Calmar ratio

    -0.72
  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -27.81%
  • Excess return

    -13.72%
  • Alpha

    -0.22
  • Beta

    0.87

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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