KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.0988 USD

+0.00185564 USD(+1.91%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    -2.62%

  • 1M

    +5.89%

  • 1Y

    -74.34%

  • YTD

    -47.76%

Risk

  • Volatility

    92.04%

  • Max drawdown

    -84.31%

  • Drawdown days

    51

  • Average drawdown

    -29.49%

Risk-adjusted performance

  • Sharpe ratio

    -1.01

  • Sortino

    -1.4

  • Calmar ratio

    -0.88

  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    -56.04%

  • Alpha

    -0.73

  • Beta

    1.62

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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