KK_RFR_CTSIUSD

Single-asset

Kaiko CTSI Reference Rate

0.0237 USD

+0.00029267 USD(+1.25%)

KK_RFR_CTSIUSD price chart

Key statistics

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

Performance

  • 1W

    +1.06%

  • 1M

    -16.32%

  • 1Y

    -57.62%

  • YTD

    -24.95%

Risk

  • Volatility

    149.92%

  • Max drawdown

    -81.43%

  • Drawdown days

    44

  • Average drawdown

    -17.53%

Risk-adjusted performance

  • Sharpe ratio

    0.02

  • Sortino

    0.05

  • Calmar ratio

    -0.69

  • Gain/Pain ratio

    0.00

Benchmark comparison

  • BTC return

    -38.16%

  • Excess return

    -19.46%

  • Alpha

    0.41

  • Beta

    0.95

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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