KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

70,874.49 USD

+866.28 USD(+1.24%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -0.68%

  • 1M

    +9.47%

  • 1Y

    -18.36%

  • YTD

    -19.40%

Risk

  • Volatility

    39.61%

  • Max drawdown

    -49.02%

  • Drawdown days

    31

  • Average drawdown

    -8.67%

Risk-adjusted performance

  • Sharpe ratio

    -0.31

  • Sortino

    -0.42

  • Calmar ratio

    -0.37

  • Gain/Pain ratio

    -0.04

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    -0.06%

  • Alpha

    -0.0

  • Beta

    0.98

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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