KK_RFR_ICPUSD

Single-asset

Kaiko ICP Reference Rate

7.60 USD

-1.39 USD(-15.45%)

KK_RFR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    +89.26%

  • 1M

    +158.97%

  • 1Y

    -17.21%

  • YTD

    -25.10%

Risk

  • Volatility

    108.15%

  • Max drawdown

    -81.01%

  • Drawdown days

    71

  • Average drawdown

    -22.9%

Risk-adjusted performance

  • Sharpe ratio

    0.33

  • Sortino

    0.56

  • Calmar ratio

    -0.21

  • Gain/Pain ratio

    0.05

Benchmark comparison

  • BTC return

    +30.09%

  • Excess return

    -47.30%

  • Alpha

    -0.06

  • Beta

    1.22

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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