KK_RFR_DOGEUSD

Single-asset

Kaiko DOGE Reference Rate

0.1278 USD

-0.00143988 USD(-1.11%)

KK_RFR_DOGEUSD price chart

Key statistics

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

Performance

  • 1W

    -3.74%
  • 1M

    -14.39%
  • 1Y

    -61.33%
  • YTD

    -60.86%

Risk

  • Volatility

    83.76%
  • Max drawdown

    -69.01%
  • Drawdown days

    119
  • Average drawdown

    -30.72%

Risk-adjusted performance

  • Sharpe ratio

    -0.71
  • Sortino

    -0.97
  • Calmar ratio

    -0.89
  • Gain/Pain ratio

    -0.09

Benchmark comparison

  • BTC return

    -11.69%
  • Excess return

    -49.64%
  • Alpha

    -0.52
  • Beta

    1.61

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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