KK_RFR_DOGEUSD

Single-asset

Kaiko DOGE Reference Rate

0.1785 USD

+0.00440115 USD(+2.53%)

KK_RFR_DOGEUSD price chart

Key statistics

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

Performance

  • 1W

    -2.95%
  • 1M

    -4.07%
  • 1Y

    -27.46%
  • YTD

    -45.35%

Risk

  • Volatility

    95.47%
  • Max drawdown

    -68.24%
  • Drawdown days

    180
  • Average drawdown

    -41.77%

Risk-adjusted performance

  • Sharpe ratio

    0.14
  • Sortino

    0.2
  • Calmar ratio

    -0.4
  • Gain/Pain ratio

    0.02

Benchmark comparison

  • BTC return

    +30.09%
  • Excess return

    -57.55%
  • Alpha

    -0.48
  • Beta

    1.78

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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