KK_RFR_CCUSD

Single-asset

Kaiko CC Reference Rate

0.119 USD

+0.00179055 USD(+1.53%)

KK_RFR_CCUSD price chart

Key statistics

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

Performance

  • 1W

    +23.40%

  • 1M

    -0.92%

  • 1Y

    -3.97%

  • YTD

    -18.61%

Risk

  • Volatility

    88.6%

  • Max drawdown

    -52.32%

  • Drawdown days

    92

  • Average drawdown

    -44.79%

Risk-adjusted performance

  • Sharpe ratio

    0.37

  • Sortino

    0.66

  • Calmar ratio

    -0.08

  • Gain/Pain ratio

    0.07

Benchmark comparison

  • BTC return

    -24.47%

  • Excess return

    +20.50%

  • Alpha

    0.44

  • Beta

    0.52

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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