KK_RFR_CTSIUSD

Single-asset

Kaiko CTSI Reference Rate

0.0393 USD

+0.0177 USD(+81.71%)

KK_RFR_CTSIUSD price chart

Key statistics

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

Performance

  • 1W

    +70.50%

  • 1M

    +71.61%

  • 1Y

    -26.78%

  • YTD

    +24.47%

Risk

  • Volatility

    147.13%

  • Max drawdown

    -81.43%

  • Drawdown days

    50

  • Average drawdown

    -24.8%

Risk-adjusted performance

  • Sharpe ratio

    0.37

  • Sortino

    0.85

  • Calmar ratio

    -0.32

  • Gain/Pain ratio

    0.08

Benchmark comparison

  • BTC return

    -18.53%

  • Excess return

    -8.26%

  • Alpha

    0.68

  • Beta

    1.12

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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