KK_RFR_CCUSD

Single-asset

Kaiko CC Reference Rate

0.1668 USD

+0.00162255 USD(+0.98%)

KK_RFR_CCUSD price chart

Key statistics

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

Performance

  • 1W

    +11.53%
  • 1M

    +11.03%
  • 1Y

    +34.57%
  • YTD

    +14.05%

Risk

  • Volatility

    82.06%
  • Max drawdown

    -49.59%
  • Drawdown days

    62
  • Average drawdown

    -36.65%

Risk-adjusted performance

  • Sharpe ratio

    0.75
  • Sortino

    1.35
  • Calmar ratio

    0.7
  • Gain/Pain ratio

    0.18

Benchmark comparison

  • BTC return

    -24.05%
  • Excess return

    +58.61%
  • Alpha

    0.73
  • Beta

    0.52

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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