KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

65,041.12 USD

+89.52 USD(+0.14%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    +3.24%

  • 1M

    +3.90%

  • 1Y

    -44.36%

  • YTD

    -26.03%

Risk

  • Volatility

    40.76%

  • Max drawdown

    -53.37%

  • Drawdown days

    119

  • Average drawdown

    -21.37%

Risk-adjusted performance

  • Sharpe ratio

    -1.23

  • Sortino

    -1.61

  • Calmar ratio

    -0.83

  • Gain/Pain ratio

    -0.16

Benchmark comparison

  • BTC return

    -44.34%

  • Excess return

    -0.02%

  • Alpha

    -0.02

  • Beta

    0.97

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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