KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.1865 USD

+0.00371273 USD(+2.03%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    -6.03%

  • 1M

    -13.09%

  • 1Y

    -76.63%

  • YTD

    -74.95%

Risk

  • Volatility

    96.25%

  • Max drawdown

    -80.55%

  • Drawdown days

    180

  • Average drawdown

    -44.86%

Risk-adjusted performance

  • Sharpe ratio

    -1.02

  • Sortino

    -1.4

  • Calmar ratio

    -0.95

  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    -64.94%

  • Alpha

    -0.91

  • Beta

    1.71

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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