KK_RFR_LTCUSD

Single-asset

Kaiko LTC Reference Rate

75.78 USD

-0.7527 USD(-0.98%)

KK_RFR_LTCUSD price chart

Key statistics

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

Performance

  • 1W

    -4.72%
  • 1M

    -9.70%
  • 1Y

    -30.20%
  • YTD

    -27.04%

Risk

  • Volatility

    79.49%
  • Max drawdown

    -48.43%
  • Drawdown days

    89
  • Average drawdown

    -24.72%

Risk-adjusted performance

  • Sharpe ratio

    -0.05
  • Sortino

    -0.07
  • Calmar ratio

    -0.62
  • Gain/Pain ratio

    -0.01

Benchmark comparison

  • BTC return

    -11.69%
  • Excess return

    -18.51%
  • Alpha

    0.02
  • Beta

    1.26

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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