KK_RFR_DOTUSD

Single-asset

Kaiko DOT Reference Rate

0.8175 USD

+0.00931055 USD(+1.15%)

KK_RFR_DOTUSD price chart

Key statistics

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

Performance

  • 1W

    +5.04%
  • 1M

    +8.25%
  • 1Y

    -79.95%
  • YTD

    -54.83%

Risk

  • Volatility

    73.54%
  • Max drawdown

    -83.42%
  • Drawdown days

    90
  • Average drawdown

    -26.54%

Risk-adjusted performance

  • Sharpe ratio

    -1.81
  • Sortino

    -2.41
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.24

Benchmark comparison

  • BTC return

    -44.34%
  • Excess return

    -35.60%
  • Alpha

    -0.71
  • Beta

    1.25

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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