KK_RFR_LTCUSD

Single-asset

Kaiko LTC Reference Rate

50.19 USD

+0.6993 USD(+1.41%)

KK_RFR_LTCUSD price chart

Key statistics

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

Performance

  • 1W

    +4.92%
  • 1M

    +11.89%
  • 1Y

    -55.65%
  • YTD

    -35.31%

Risk

  • Volatility

    58.91%
  • Max drawdown

    -68.57%
  • Drawdown days

    60
  • Average drawdown

    -15.52%

Risk-adjusted performance

  • Sharpe ratio

    -1.07
  • Sortino

    -1.37
  • Calmar ratio

    -0.81
  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -28.65%
  • Excess return

    -27.00%
  • Alpha

    -0.39
  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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