KK_RFR_GRTUSD

Single-asset

Kaiko GRT Reference Rate

0.029 USD

+0.00136545 USD(+4.94%)

KK_RFR_GRTUSD price chart

Key statistics

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

Performance

  • 1W

    +12.08%
  • 1M

    +20.19%
  • 1Y

    -74.81%
  • YTD

    -16.09%

Risk

  • Volatility

    75.14%
  • Max drawdown

    -80.89%
  • Drawdown days

    182
  • Average drawdown

    -44.02%

Risk-adjusted performance

  • Sharpe ratio

    -1.45
  • Sortino

    -1.93
  • Calmar ratio

    -0.92
  • Gain/Pain ratio

    -0.18

Benchmark comparison

  • BTC return

    -21.27%
  • Excess return

    -53.54%
  • Alpha

    -0.88
  • Beta

    1.35

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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