KK_RFR_ICPUSD

Single-asset

Kaiko ICP Reference Rate

2.15 USD

-0.0293 USD(-1.35%)

KK_RFR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    -0.67%

  • 1M

    +1.53%

  • 1Y

    -62.28%

  • YTD

    -22.86%

Risk

  • Volatility

    104.87%

  • Max drawdown

    -77.04%

  • Drawdown days

    120

  • Average drawdown

    -47.0%

Risk-adjusted performance

  • Sharpe ratio

    -0.43

  • Sortino

    -0.7

  • Calmar ratio

    -0.81

  • Gain/Pain ratio

    -0.07

Benchmark comparison

  • BTC return

    -45.41%

  • Excess return

    -16.87%

  • Alpha

    0.08

  • Beta

    1.04

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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