KK_RFR_LTCUSD

Single-asset

Kaiko LTC Reference Rate

56.06 USD

+0.3049 USD(+0.55%)

KK_RFR_LTCUSD price chart

Key statistics

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

Performance

  • 1W

    +0.78%
  • 1M

    +6.70%
  • 1Y

    -39.93%
  • YTD

    -27.74%

Risk

  • Volatility

    67.32%
  • Max drawdown

    -60.62%
  • Drawdown days

    51
  • Average drawdown

    -18.12%

Risk-adjusted performance

  • Sharpe ratio

    -0.41
  • Sortino

    -0.56
  • Calmar ratio

    -0.66
  • Gain/Pain ratio

    -0.06

Benchmark comparison

  • BTC return

    -18.30%
  • Excess return

    -21.62%
  • Alpha

    -0.13
  • Beta

    1.17

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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