KK_RFR_ABBCUSDT

Single-asset

Kaiko ABBC Reference Rate

0.005515 USDT

+0.000669 USDT(+13.81%)

KK_RFR_ABBCUSDT price chart

Key statistics

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

Performance

  • 1W

    +76.84%

  • 1M

    +32.22%

  • 1Y

    +44.30%

  • YTD

    -62.74%

Risk

  • Volatility

    479.21%

  • Max drawdown

    -84.88%

  • Drawdown days

    42

  • Average drawdown

    -47.71%

Risk-adjusted performance

  • Sharpe ratio

    1.32

  • Sortino

    3.98

  • Calmar ratio

    0.42

  • Gain/Pain ratio

    0.52

Benchmark comparison

  • BTC return

    -19.08%

  • Excess return

    +63.37%

  • Alpha

    6.35

  • Beta

    0.7

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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KK_RFR_ABBCUSDT

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+13.81%
Learn more