KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

75,735.95 USD

+176.39 USD(+0.23%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    +0.71%

  • 1M

    +13.13%

  • 1Y

    -16.72%

  • YTD

    -13.87%

Risk

  • Volatility

    39.48%

  • Max drawdown

    -49.02%

  • Drawdown days

    34

  • Average drawdown

    -8.41%

Risk-adjusted performance

  • Sharpe ratio

    -0.27

  • Sortino

    -0.36

  • Calmar ratio

    -0.34

  • Gain/Pain ratio

    -0.04

Benchmark comparison

  • BTC return

    -16.58%

  • Excess return

    -0.13%

  • Alpha

    -0.01

  • Beta

    0.98

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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