KK_RFR_CROUSD

Single-asset

Kaiko CRO Reference Rate

0.0586 USD

-0.00124073 USD(-2.07%)

KK_RFR_CROUSD price chart

Key statistics

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

Performance

  • 1W

    +1.32%
  • 1M

    +5.54%
  • 1Y

    -73.62%
  • YTD

    -36.03%

Risk

  • Volatility

    58.24%
  • Max drawdown

    -79.16%
  • Drawdown days

    364
  • Average drawdown

    -79.16%

Risk-adjusted performance

  • Sharpe ratio

    -1.99
  • Sortino

    -2.65
  • Calmar ratio

    -0.93
  • Gain/Pain ratio

    -0.26

Benchmark comparison

  • BTC return

    -30.02%
  • Excess return

    -43.60%
  • Alpha

    -0.91
  • Beta

    0.95

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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