KK_RFR_ICPUSD

Single-asset

Kaiko ICP Reference Rate

2.16 USD

+0.00883636 USD(+0.41%)

KK_RFR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    -1.31%
  • 1M

    +2.22%
  • 1Y

    -65.19%
  • YTD

    -22.34%

Risk

  • Volatility

    105.17%
  • Max drawdown

    -77.04%
  • Drawdown days

    180
  • Average drawdown

    -65.41%

Risk-adjusted performance

  • Sharpe ratio

    -0.51
  • Sortino

    -0.82
  • Calmar ratio

    -0.84
  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -44.67%
  • Excess return

    -20.51%
  • Alpha

    -0.01
  • Beta

    1.04

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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