KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

90,936.47 USD

-1,858.93 USD(-2.00%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -1.69%

  • 1M

    -0.57%

  • 1Y

    -8.38%

  • YTD

    -4.68%

Risk

  • Volatility

    40.68%

  • Max drawdown

    -33.41%

  • Drawdown days

    38

  • Average drawdown

    -10.26%

Risk-adjusted performance

  • Sharpe ratio

    -0.01

  • Sortino

    -0.02

  • Calmar ratio

    -0.25

  • Gain/Pain ratio

    -0.00

Benchmark comparison

  • BTC return

    -8.97%

  • Excess return

    +0.59%

  • Alpha

    0.01

  • Beta

    0.99

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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