KK_RFR_GRTUSD

Single-asset

Kaiko GRT Reference Rate

0.0361 USD

-0.00016145 USD(-0.45%)

KK_RFR_GRTUSD price chart

Key statistics

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

Performance

  • 1W

    -7.80%

  • 1M

    -27.73%

  • 1Y

    -83.75%

  • YTD

    -82.62%

Risk

  • Volatility

    85.39%

  • Max drawdown

    -85.57%

  • Drawdown days

    120

  • Average drawdown

    -32.33%

Risk-adjusted performance

  • Sharpe ratio

    -1.69

  • Sortino

    -2.21

  • Calmar ratio

    -0.98

  • Gain/Pain ratio

    -0.20

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    -72.06%

  • Alpha

    -1.37

  • Beta

    1.64

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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