KK_RFR_CPOOLUSD

Single-asset

Kaiko CPOOL Reference Rate

0.0222 USD

+0.0000230303 USD(+0.10%)

KK_RFR_CPOOLUSD price chart

Key statistics

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

Performance

  • 1W

    -8.61%
  • 1M

    -28.18%
  • 1Y

    -77.50%
  • YTD

    -30.58%

Risk

  • Volatility

    109.52%
  • Max drawdown

    -90.73%
  • Drawdown days

    50
  • Average drawdown

    -22.92%

Risk-adjusted performance

  • Sharpe ratio

    -0.82
  • Sortino

    -1.19
  • Calmar ratio

    -0.85
  • Gain/Pain ratio

    -0.11

Benchmark comparison

  • BTC return

    -38.16%
  • Excess return

    -39.33%
  • Alpha

    -0.41
  • Beta

    1.24

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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