KK_RFR_ICPUSD

Single-asset

Kaiko ICP Reference Rate

2.47 USD

+0.0269 USD(+1.10%)

KK_RFR_ICPUSD price chart

Key statistics

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

Performance

  • 1W

    -6.53%

  • 1M

    -11.93%

  • 1Y

    -64.82%

  • YTD

    -11.30%

Risk

  • Volatility

    102.14%

  • Max drawdown

    -73.25%

  • Drawdown days

    120

  • Average drawdown

    -47.07%

Risk-adjusted performance

  • Sharpe ratio

    -0.54

  • Sortino

    -0.88

  • Calmar ratio

    -0.88

  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -26.34%

  • Excess return

    -38.48%

  • Alpha

    -0.29

  • Beta

    1.16

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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