KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

71,085.10 USD

+1,872.90 USD(+2.71%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -8.03%

  • 1M

    -12.46%

  • 1Y

    -26.34%

  • YTD

    -19.16%

Risk

  • Volatility

    40.09%

  • Max drawdown

    -46.1%

  • Drawdown days

    31

  • Average drawdown

    -9.17%

Risk-adjusted performance

  • Sharpe ratio

    -0.56

  • Sortino

    -0.73

  • Calmar ratio

    -0.57

  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -26.34%

  • Excess return

    -0.00%

  • Alpha

    -0.0

  • Beta

    0.98

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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