KK_RFR_LTCUSD

Single-asset

Kaiko LTC Reference Rate

42.15 USD

-0.1501 USD(-0.35%)

KK_RFR_LTCUSD price chart

Key statistics

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

Performance

  • 1W

    -14.08%
  • 1M

    -16.74%
  • 1Y

    -50.88%
  • YTD

    -44.25%

Risk

  • Volatility

    63.57%
  • Max drawdown

    -67.63%
  • Drawdown days

    50
  • Average drawdown

    -15.41%

Risk-adjusted performance

  • Sharpe ratio

    -0.79
  • Sortino

    -1.05
  • Calmar ratio

    -0.75
  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -39.88%
  • Excess return

    -11.00%
  • Alpha

    -0.05
  • Beta

    1.06

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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