KK_RFR_ICPUSD

Single-asset

Kaiko ICP Reference Rate

2.92 USD

-0.1564 USD(-5.08%)

KK_RFR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    -1.71%

  • 1M

    +22.31%

  • 1Y

    -46.33%

  • YTD

    +5.00%

Risk

  • Volatility

    102.94%

  • Max drawdown

    -77.04%

  • Drawdown days

    71

  • Average drawdown

    -35.44%

Risk-adjusted performance

  • Sharpe ratio

    -0.12

  • Sortino

    -0.21

  • Calmar ratio

    -0.6

  • Gain/Pain ratio

    -0.02

Benchmark comparison

  • BTC return

    -21.27%

  • Excess return

    -25.06%

  • Alpha

    0.05

  • Beta

    1.1

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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