KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

80,469.93 USD

+2,465.73 USD(+3.16%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    +11.26%

  • 1M

    +28.55%

  • 1Y

    -28.57%

  • YTD

    -8.49%

Risk

  • Volatility

    42.03%

  • Max drawdown

    -53.37%

  • Drawdown days

    71

  • Average drawdown

    -13.3%

Risk-adjusted performance

  • Sharpe ratio

    -0.59

  • Sortino

    -0.8

  • Calmar ratio

    -0.53

  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -28.65%

  • Excess return

    +0.08%

  • Alpha

    -0.01

  • Beta

    0.97

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_BTCUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_ONEUSD

Kaiko ONE Reference Rate

0.000845 USD

+89.89%
Learn more

KK_RFR_DENTUSD

Kaiko DENT Reference Rate

0.0000976891 USD

+58.19%
Learn more

KK_RFR_MOVRUSD

Kaiko MOVR Reference Rate

0.9885 USD

+43.68%
Learn more