KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

82,637.22 USD

-662.49 USD(-0.80%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -3.19%

  • 1M

    -1.66%

  • 1Y

    -27.80%

  • YTD

    -6.02%

Risk

  • Volatility

    42.3%

  • Max drawdown

    -49.25%

  • Drawdown days

    181

  • Average drawdown

    -28.25%

Risk-adjusted performance

  • Sharpe ratio

    -0.56

  • Sortino

    -0.78

  • Calmar ratio

    -0.56

  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -27.81%

  • Excess return

    +0.01%

  • Alpha

    -0.01

  • Beta

    0.97

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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