KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.3002 USD

+0.009756 USD(+3.36%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    -0.21%

  • 1M

    +0.85%

  • 1Y

    -53.37%

  • YTD

    -59.69%

Risk

  • Volatility

    102.45%

  • Max drawdown

    -78.61%

  • Drawdown days

    44

  • Average drawdown

    -14.03%

Risk-adjusted performance

  • Sharpe ratio

    -0.23

  • Sortino

    -0.33

  • Calmar ratio

    -0.68

  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    +30.09%

  • Excess return

    -83.46%

  • Alpha

    -0.8

  • Beta

    1.63

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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