KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.0918 USD

+0.00306349 USD(+3.45%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    +2.97%

  • 1M

    +19.13%

  • 1Y

    -82.26%

  • YTD

    -51.47%

Risk

  • Volatility

    77.44%

  • Max drawdown

    -86.63%

  • Drawdown days

    181

  • Average drawdown

    -46.46%

Risk-adjusted performance

  • Sharpe ratio

    -1.83

  • Sortino

    -2.34

  • Calmar ratio

    -0.95

  • Gain/Pain ratio

    -0.23

Benchmark comparison

  • BTC return

    -28.65%

  • Excess return

    -53.60%

  • Alpha

    -1.09

  • Beta

    1.33

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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