KK_RFR_GRTUSD

Single-asset

Kaiko GRT Reference Rate

0.0152 USD

-0.00028741 USD(-1.85%)

KK_RFR_GRTUSD price chart

Key statistics

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

Performance

  • 1W

    -9.57%
  • 1M

    -12.74%
  • 1Y

    -85.10%
  • YTD

    -55.97%

Risk

  • Volatility

    69.54%
  • Max drawdown

    -85.18%
  • Drawdown days

    182
  • Average drawdown

    -49.26%

Risk-adjusted performance

  • Sharpe ratio

    -2.38
  • Sortino

    -2.99
  • Calmar ratio

    -1.0
  • Gain/Pain ratio

    -0.28

Benchmark comparison

  • BTC return

    -45.65%
  • Excess return

    -39.45%
  • Alpha

    -1.02
  • Beta

    1.21

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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