KK_RFR_DOGEUSD

Single-asset

Kaiko DOGE Reference Rate

0.071 USD

+0.00115285 USD(+1.65%)

KK_RFR_DOGEUSD price chart

Key statistics

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

Performance

  • 1W

    +1.40%
  • 1M

    +2.92%
  • 1Y

    -70.42%
  • YTD

    -41.35%

Risk

  • Volatility

    69.11%
  • Max drawdown

    -76.84%
  • Drawdown days

    120
  • Average drawdown

    -31.45%

Risk-adjusted performance

  • Sharpe ratio

    -1.41
  • Sortino

    -1.84
  • Calmar ratio

    -0.92
  • Gain/Pain ratio

    -0.18

Benchmark comparison

  • BTC return

    -44.34%
  • Excess return

    -26.07%
  • Alpha

    -0.33
  • Beta

    1.29

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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