KK_RFR_ICPUSD

Single-asset

Kaiko ICP Reference Rate

2.66 USD

+0.0156 USD(+0.59%)

KK_RFR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    +9.19%

  • 1M

    +13.43%

  • 1Y

    -52.47%

  • YTD

    -4.56%

Risk

  • Volatility

    102.1%

  • Max drawdown

    -77.04%

  • Drawdown days

    71

  • Average drawdown

    -33.22%

Risk-adjusted performance

  • Sharpe ratio

    -0.25

  • Sortino

    -0.42

  • Calmar ratio

    -0.68

  • Gain/Pain ratio

    -0.04

Benchmark comparison

  • BTC return

    -14.21%

  • Excess return

    -38.26%

  • Alpha

    -0.17

  • Beta

    1.14

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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