KK_RFR_GTCUSD

Single-asset

Kaiko GTC Reference Rate

0.3019 USD

+0.1143 USD(+60.89%)

KK_RFR_GTCUSD price chart

Key statistics

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

Performance

  • 1W

    +39.84%

  • 1M

    +215.09%

  • 1Y

    +24.44%

  • YTD

    +127.17%

Risk

  • Volatility

    135.44%

  • Max drawdown

    -72.8%

  • Drawdown days

    363

  • Average drawdown

    -72.8%

Risk-adjusted performance

  • Sharpe ratio

    0.72

  • Sortino

    1.59

  • Calmar ratio

    0.3

  • Gain/Pain ratio

    0.16

Benchmark comparison

  • BTC return

    -27.81%

  • Excess return

    +52.25%

  • Alpha

    1.17

  • Beta

    0.83

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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