KK_RFR_DOTUSD

Single-asset

Kaiko DOT Reference Rate

0.7924 USD

-0.0301 USD(-3.66%)

KK_RFR_DOTUSD price chart

Key statistics

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

Performance

  • 1W

    -3.32%
  • 1M

    -2.74%
  • 1Y

    -80.62%
  • YTD

    -56.21%

Risk

  • Volatility

    73.87%
  • Max drawdown

    -82.6%
  • Drawdown days

    90
  • Average drawdown

    -29.05%

Risk-adjusted performance

  • Sharpe ratio

    -1.84
  • Sortino

    -2.46
  • Calmar ratio

    -0.97
  • Gain/Pain ratio

    -0.24

Benchmark comparison

  • BTC return

    -45.41%
  • Excess return

    -35.21%
  • Alpha

    -0.71
  • Beta

    1.26

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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