KK_RFR_GIGAUSD

Single-asset

Kaiko GIGA Reference Rate

0.00587807 USD

+0.00202491 USD(+52.55%)

KK_RFR_GIGAUSD price chart

Key statistics

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

Performance

  • 1W

    +178.37%
  • 1M

    +256.43%
  • 1Y

    -78.61%
  • YTD

    +56.04%

Risk

  • Volatility

    153.37%
  • Max drawdown

    -94.7%
  • Drawdown days

    182
  • Average drawdown

    -58.78%

Risk-adjusted performance

  • Sharpe ratio

    -0.29
  • Sortino

    -0.5
  • Calmar ratio

    -0.83
  • Gain/Pain ratio

    -0.05

Benchmark comparison

  • BTC return

    -22.47%
  • Excess return

    -56.14%
  • Alpha

    -0.12
  • Beta

    1.9

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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