KK_RFR_COMPUSD

Single-asset

Kaiko COMP Reference Rate

16.95 USD

-0.1742 USD(-1.02%)

KK_RFR_COMPUSD price chart

Key statistics

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

Performance

  • 1W

    +0.61%

  • 1M

    +10.48%

  • 1Y

    -69.16%

  • YTD

    -33.50%

Risk

  • Volatility

    72.58%

  • Max drawdown

    -72.09%

  • Drawdown days

    364

  • Average drawdown

    -72.09%

Risk-adjusted performance

  • Sharpe ratio

    -1.26

  • Sortino

    -1.74

  • Calmar ratio

    -0.96

  • Gain/Pain ratio

    -0.17

Benchmark comparison

  • BTC return

    -44.67%

  • Excess return

    -24.49%

  • Alpha

    -0.46

  • Beta

    0.9

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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