KK_RFR_DOGEUSD

Single-asset

Kaiko DOGE Reference Rate

0.0959 USD

+0.00238003 USD(+2.54%)

KK_RFR_DOGEUSD price chart

Key statistics

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

Performance

  • 1W

    +1.62%
  • 1M

    +5.84%
  • 1Y

    -51.08%
  • YTD

    -20.77%

Risk

  • Volatility

    81.71%
  • Max drawdown

    -70.24%
  • Drawdown days

    59
  • Average drawdown

    -29.8%

Risk-adjusted performance

  • Sharpe ratio

    -0.46
  • Sortino

    -0.65
  • Calmar ratio

    -0.73
  • Gain/Pain ratio

    -0.06

Benchmark comparison

  • BTC return

    -18.30%
  • Excess return

    -32.77%
  • Alpha

    -0.19
  • Beta

    1.56

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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