KK_RFR_LTCUSD

Single-asset

Kaiko LTC Reference Rate

43.50 USD

-1.29 USD(-2.88%)

KK_RFR_LTCUSD price chart

Key statistics

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

Performance

  • 1W

    -2.62%
  • 1M

    +4.39%
  • 1Y

    -54.57%
  • YTD

    -43.93%

Risk

  • Volatility

    62.58%
  • Max drawdown

    -69.12%
  • Drawdown days

    59
  • Average drawdown

    -14.98%

Risk-adjusted performance

  • Sharpe ratio

    -0.94
  • Sortino

    -1.24
  • Calmar ratio

    -0.79
  • Gain/Pain ratio

    -0.14

Benchmark comparison

  • BTC return

    -47.79%
  • Excess return

    -6.78%
  • Alpha

    -0.01
  • Beta

    1.02

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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