KK_RFR_CCUSD

Single-asset

Kaiko CC Reference Rate

0.1179 USD

-0.0111 USD(-8.58%)

KK_RFR_CCUSD price chart

Key statistics

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

Performance

  • 1W

    -7.79%

  • 1M

    -7.79%

  • 1Y

    -4.85%

  • YTD

    -19.35%

Risk

  • Volatility

    94.19%

  • Max drawdown

    -52.45%

  • Drawdown days

    107

  • Average drawdown

    -44.84%

Risk-adjusted performance

  • Sharpe ratio

    0.39

  • Sortino

    0.69

  • Calmar ratio

    -0.09

  • Gain/Pain ratio

    0.07

Benchmark comparison

  • BTC return

    -18.37%

  • Excess return

    +13.52%

  • Alpha

    0.44

  • Beta

    0.6

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_CCUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_ZEUSUSD

Kaiko ZEUS Reference Rate

0.0142 USD

+170.04%
Learn more

KK_RFR_HONEYUSD

Kaiko HONEY Reference Rate

0.00277907 USD

+23.36%
Learn more

KK_RFR_SANDUSD

Kaiko SAND Reference Rate

0.0775 USD

+17.04%
Learn more