KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.1179 USD

-0.00140909 USD(-1.18%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    -13.33%

  • 1M

    -17.03%

  • 1Y

    -74.11%

  • YTD

    -37.69%

Risk

  • Volatility

    93.05%

  • Max drawdown

    -80.54%

  • Drawdown days

    51

  • Average drawdown

    -25.87%

Risk-adjusted performance

  • Sharpe ratio

    -0.98

  • Sortino

    -1.36

  • Calmar ratio

    -0.92

  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -26.34%

  • Excess return

    -47.77%

  • Alpha

    -0.55

  • Beta

    1.63

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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