KK_RFR_DOGEUSD

Single-asset

Kaiko DOGE Reference Rate

0.0891 USD

+0.00454551 USD(+5.38%)

KK_RFR_DOGEUSD price chart

Key statistics

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

Performance

  • 1W

    +11.96%
  • 1M

    +29.06%
  • 1Y

    -59.86%
  • YTD

    -26.45%

Risk

  • Volatility

    69.06%
  • Max drawdown

    -76.84%
  • Drawdown days

    178
  • Average drawdown

    -40.94%

Risk-adjusted performance

  • Sharpe ratio

    -0.97
  • Sortino

    -1.29
  • Calmar ratio

    -0.78
  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -28.65%
  • Excess return

    -31.21%
  • Alpha

    -0.36
  • Beta

    1.25

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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