KK_RFR_COTIUSD

Single-asset

Kaiko COTI Reference Rate

0.0127 USD

-0.00030949 USD(-2.38%)

KK_RFR_COTIUSD price chart

Key statistics

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

Performance

  • 1W

    -15.70%

  • 1M

    -27.42%

  • 1Y

    -77.39%

  • YTD

    -39.51%

Risk

  • Volatility

    122.06%

  • Max drawdown

    -87.94%

  • Drawdown days

    182

  • Average drawdown

    -46.13%

Risk-adjusted performance

  • Sharpe ratio

    -0.67

  • Sortino

    -1.14

  • Calmar ratio

    -0.87

  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -44.34%

  • Excess return

    -33.04%

  • Alpha

    -0.25

  • Beta

    1.13

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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