KK_RFR_DRIFTUSD

Single-asset

Kaiko DRIFT Reference Rate

$0.8323

+$0.0904(+12.19%)

KK_RFR_DRIFTUSD price chart

Key statistics

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

Performance

  • 1W

    +25.06%
  • 1M

    +40.73%
  • 1Y

    +26.09%
  • YTD

    -40.43%

Risk

  • Volatility

    172.48%
  • Max drawdown

    -79.81%
  • Drawdown days

    180
  • Average drawdown

    -62.07%

Risk-adjusted performance

  • Sharpe ratio

    0.84
  • Sortino

    1.83
  • Calmar ratio

    0.33
  • Gain/Pain ratio

    0.17

Benchmark comparison

  • BTC return

    +78.66%
  • Excess return

    -52.57%
  • Alpha

    0.64
  • Beta

    1.23

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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