KK_RFR_CROUSD

Single-asset

Kaiko CRO Reference Rate

0.0751 USD

-0.00038964 USD(-0.52%)

KK_RFR_CROUSD price chart

Key statistics

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

Performance

  • 1W

    -1.43%

  • 1M

    +2.04%

  • 1Y

    -26.61%

  • YTD

    -18.07%

Risk

  • Volatility

    84.35%

  • Max drawdown

    -76.78%

  • Drawdown days

    38

  • Average drawdown

    -18.07%

Risk-adjusted performance

  • Sharpe ratio

    0.03

  • Sortino

    0.06

  • Calmar ratio

    -0.35

  • Gain/Pain ratio

    0.01

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    -8.31%

  • Alpha

    0.17

  • Beta

    1.16

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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