KK_RFR_ICPUSD

Single-asset

Kaiko ICP Reference Rate

2.99 USD

+0.0316 USD(+1.07%)

KK_RFR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    -1.84%

  • 1M

    -24.27%

  • 1Y

    -73.39%

  • YTD

    -70.56%

Risk

  • Volatility

    102.66%

  • Max drawdown

    -76.7%

  • Drawdown days

    120

  • Average drawdown

    -30.42%

Risk-adjusted performance

  • Sharpe ratio

    -0.8

  • Sortino

    -1.27

  • Calmar ratio

    -0.96

  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    -61.70%

  • Alpha

    -0.77

  • Beta

    1.19

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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