KK_RFR_ARUSD

Single-asset

Kaiko AR Reference Rate

1.88 USD

-0.0114 USD(-0.60%)

KK_RFR_ARUSD price chart

Key statistics

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

Performance

  • 1W

    +7.57%
  • 1M

    +22.82%
  • 1Y

    -74.58%
  • YTD

    -45.91%

Risk

  • Volatility

    98.73%
  • Max drawdown

    -82.18%
  • Drawdown days

    60
  • Average drawdown

    -29.3%

Risk-adjusted performance

  • Sharpe ratio

    -0.89
  • Sortino

    -1.27
  • Calmar ratio

    -0.9
  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -18.30%
  • Excess return

    -56.28%
  • Alpha

    -0.71
  • Beta

    1.37

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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