KK_RFR_ARBUSD

Single-asset

Kaiko ARB Reference Rate

0.1888 USD

-0.0109 USD(-5.48%)

KK_RFR_ARBUSD price chart

Key statistics

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

Performance

  • 1W

    -7.12%

  • 1M

    -7.10%

  • 1Y

    -45.16%

  • YTD

    -0.19%

Risk

  • Volatility

    96.61%

  • Max drawdown

    -78.83%

  • Drawdown days

    364

  • Average drawdown

    -78.83%

Risk-adjusted performance

  • Sharpe ratio

    -0.16

  • Sortino

    -0.27

  • Calmar ratio

    -0.57

  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    -27.81%

  • Excess return

    -17.35%

  • Alpha

    0.15

  • Beta

    1.34

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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