KK_RFR_CTXFUSD

Single-asset

Kaiko CTXF Reference Rate

0.6827 USD

+0.1224 USD(+21.85%)

KK_RFR_CTXFUSD price chart

Key statistics

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

Performance

  • 1W

    +17.97%

  • 1M

    +21.50%

  • 1Y

    -69.80%

  • YTD

    +3.49%

Risk

  • Volatility

    91.95%

  • Max drawdown

    -75.21%

  • Drawdown days

    362

  • Average drawdown

    -75.21%

Risk-adjusted performance

  • Sharpe ratio

    -0.87

  • Sortino

    -1.43

  • Calmar ratio

    -0.8

  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -17.08%

  • Excess return

    -52.72%

  • Alpha

    -0.68

  • Beta

    1.09

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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