KK_RFR_COMPUSD

Single-asset

Kaiko COMP Reference Rate

17.24 USD

-0.0781 USD(-0.45%)

KK_RFR_COMPUSD price chart

Key statistics

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

Performance

  • 1W

    -10.74%

  • 1M

    -15.94%

  • 1Y

    -66.66%

  • YTD

    -32.37%

Risk

  • Volatility

    78.82%

  • Max drawdown

    -71.53%

  • Drawdown days

    180

  • Average drawdown

    -53.47%

Risk-adjusted performance

  • Sharpe ratio

    -1.01

  • Sortino

    -1.47

  • Calmar ratio

    -0.93

  • Gain/Pain ratio

    -0.14

Benchmark comparison

  • BTC return

    -26.34%

  • Excess return

    -40.32%

  • Alpha

    -0.57

  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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