KK_RFR_LTCUSD

Single-asset

Kaiko LTC Reference Rate

63.10 USD

-1.05 USD(-1.63%)

KK_RFR_LTCUSD price chart

Key statistics

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

Performance

  • 1W

    -10.50%
  • 1M

    -5.76%
  • 1Y

    -35.26%
  • YTD

    -18.67%

Risk

  • Volatility

    59.44%
  • Max drawdown

    -62.76%
  • Drawdown days

    120
  • Average drawdown

    -28.33%

Risk-adjusted performance

  • Sharpe ratio

    -0.44
  • Sortino

    -0.66
  • Calmar ratio

    -0.56
  • Gain/Pain ratio

    -0.06

Benchmark comparison

  • BTC return

    -27.81%
  • Excess return

    -7.46%
  • Alpha

    -0.04
  • Beta

    0.96

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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