KK_RFR_COTIUSD

Single-asset

Kaiko COTI Reference Rate

0.0124 USD

+0.00474654 USD(+61.93%)

KK_RFR_COTIUSD price chart

Key statistics

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

Performance

  • 1W

    +60.52%

  • 1M

    +54.24%

  • 1Y

    -77.99%

  • YTD

    -40.92%

Risk

  • Volatility

    107.2%

  • Max drawdown

    -87.94%

  • Drawdown days

    181

  • Average drawdown

    -49.77%

Risk-adjusted performance

  • Sharpe ratio

    -0.93

  • Sortino

    -1.53

  • Calmar ratio

    -0.88

  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -45.65%

  • Excess return

    -32.34%

  • Alpha

    -0.37

  • Beta

    1.19

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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