KK_RFR_ARUSD

Single-asset

Kaiko AR Reference Rate

4.67 USD

+1.54 USD(+49.49%)

KK_RFR_ARUSD price chart

Key statistics

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

Performance

  • 1W

    +79.42%

  • 1M

    +123.77%

  • 1Y

    -31.98%

  • YTD

    +34.35%

Risk

  • Volatility

    113.4%

  • Max drawdown

    -77.71%

  • Drawdown days

    364

  • Average drawdown

    -77.71%

Risk-adjusted performance

  • Sharpe ratio

    0.19

  • Sortino

    0.33

  • Calmar ratio

    -0.41

  • Gain/Pain ratio

    0.03

Benchmark comparison

  • BTC return

    -29.68%

  • Excess return

    -2.30%

  • Alpha

    0.55

  • Beta

    1.29

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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