KK_RFR_ICPUSD

Single-asset

Kaiko ICP Reference Rate

2.51 USD

-0.0391 USD(-1.53%)

KK_RFR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    +5.79%

  • 1M

    +4.25%

  • 1Y

    -56.63%

  • YTD

    -6.26%

Risk

  • Volatility

    79.04%

  • Max drawdown

    -65.88%

  • Drawdown days

    365

  • Average drawdown

    -65.88%

Risk-adjusted performance

  • Sharpe ratio

    -0.66

  • Sortino

    -0.93

  • Calmar ratio

    -0.86

  • Gain/Pain ratio

    -0.09

Benchmark comparison

  • BTC return

    -32.10%

  • Excess return

    -24.53%

  • Alpha

    -0.23

  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_ICPUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_CALDERAUSD

Kaiko CALDERA Reference Rate

0.0948 USD

+12.99%
Learn more

KK_RFR_WENUSD

Kaiko WEN Reference Rate

0.0000057721 USD

+9.69%
Learn more

KK_RFR_UNFIUSD

Kaiko UNFI Reference Rate

0.0228 USD

+8.57%
Learn more