KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.0819 USD

+0.00240727 USD(+3.03%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    -15.60%

  • 1M

    -17.19%

  • 1Y

    -75.72%

  • YTD

    -55.61%

Risk

  • Volatility

    88.32%

  • Max drawdown

    -86.56%

  • Drawdown days

    59

  • Average drawdown

    -29.23%

Risk-adjusted performance

  • Sharpe ratio

    -1.15

  • Sortino

    -1.57

  • Calmar ratio

    -0.87

  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -39.88%

  • Excess return

    -35.84%

  • Alpha

    -0.39

  • Beta

    1.49

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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