KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.1049 USD

+0.00316727 USD(+3.11%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    -6.55%

  • 1M

    -17.17%

  • 1Y

    -71.21%

  • YTD

    -44.52%

Risk

  • Volatility

    88.04%

  • Max drawdown

    -85.02%

  • Drawdown days

    44

  • Average drawdown

    -23.54%

Risk-adjusted performance

  • Sharpe ratio

    -0.97

  • Sortino

    -1.33

  • Calmar ratio

    -0.84

  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -30.16%

  • Excess return

    -41.05%

  • Alpha

    -0.43

  • Beta

    1.51

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_ARBUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_LITUSD

Kaiko LIT Reference Rate

0.1079 USD

+91.38%
Learn more

KK_RFR_BOBAUSD

Kaiko BOBA Reference Rate

0.0298 USD

+25.55%
Learn more

KK_RFR_SBRUSD

Kaiko SBR Reference Rate

0.00063156 USD

+23.84%
Learn more