KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

103,703.37 USD

+2,050.58 USD(+2.02%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -6.01%

  • 1M

    -6.02%

  • 1Y

    +30.12%

  • YTD

    +8.70%

Risk

  • Volatility

    39.98%

  • Max drawdown

    -27.41%

  • Drawdown days

    34

  • Average drawdown

    -8.96%

Risk-adjusted performance

  • Sharpe ratio

    0.86

  • Sortino

    1.25

  • Calmar ratio

    1.1

  • Gain/Pain ratio

    0.13

Benchmark comparison

  • BTC return

    +30.09%

  • Excess return

    +0.03%

  • Alpha

    0.01

  • Beta

    0.98

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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