KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.0936 USD

-0.00184791 USD(-1.94%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    +18.84%

  • 1M

    +25.81%

  • 1Y

    -77.12%

  • YTD

    -50.50%

Risk

  • Volatility

    83.33%

  • Max drawdown

    -87.67%

  • Drawdown days

    59

  • Average drawdown

    -23.21%

Risk-adjusted performance

  • Sharpe ratio

    -1.35

  • Sortino

    -1.79

  • Calmar ratio

    -0.88

  • Gain/Pain ratio

    -0.17

Benchmark comparison

  • BTC return

    -47.79%

  • Excess return

    -29.33%

  • Alpha

    -0.34

  • Beta

    1.39

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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