KK_RFR_COMPUSD

Single-asset

Kaiko COMP Reference Rate

24.80 USD

+0.1874 USD(+0.76%)

KK_RFR_COMPUSD price chart

Key statistics

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

Performance

  • 1W

    -0.25%

  • 1M

    -20.25%

  • 1Y

    -69.72%

  • YTD

    -66.10%

Risk

  • Volatility

    83.53%

  • Max drawdown

    -72.86%

  • Drawdown days

    121

  • Average drawdown

    -34.31%

Risk-adjusted performance

  • Sharpe ratio

    -1.01

  • Sortino

    -1.47

  • Calmar ratio

    -0.96

  • Gain/Pain ratio

    -0.14

Benchmark comparison

  • BTC return

    -10.33%

  • Excess return

    -59.39%

  • Alpha

    -0.81

  • Beta

    1.1

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_COMPUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_CCUSD

Kaiko CC Reference Rate

0.1036 USD

+28.29%
Learn more

KK_RFR_MNGOUSD

Kaiko MNGO Reference Rate

0.0206 USD

+17.78%
Learn more

KK_RFR_ACTUSD

Kaiko ACT Reference Rate

0.0435 USD

+17.35%
Learn more