KK_RFR_BTCUSD

Single-asset

Kaiko BTC Reference Rate

86,910.48 USD

-366.57 USD(-0.42%)

KK_RFR_BTCUSD price chart

Key statistics

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

Performance

  • 1W

    -2.21%

  • 1M

    -4.98%

  • 1Y

    -11.71%

  • YTD

    -8.90%

Risk

  • Volatility

    39.86%

  • Max drawdown

    -33.41%

  • Drawdown days

    39

  • Average drawdown

    -11.6%

Risk-adjusted performance

  • Sharpe ratio

    -0.11

  • Sortino

    -0.15

  • Calmar ratio

    -0.35

  • Gain/Pain ratio

    -0.02

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    -0.02%

  • Alpha

    0.0

  • Beta

    0.99

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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