KK_RFR_GRTUSD

Single-asset

Kaiko GRT Reference Rate

0.0658 USD

+0.00036938 USD(+0.56%)

KK_RFR_GRTUSD price chart

Key statistics

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

Performance

  • 1W

    +4.13%

  • 1M

    +5.48%

  • 1Y

    -63.76%

  • YTD

    -68.32%

Risk

  • Volatility

    94.74%

  • Max drawdown

    -83.59%

  • Drawdown days

    50

  • Average drawdown

    -16.25%

Risk-adjusted performance

  • Sharpe ratio

    -0.6

  • Sortino

    -0.85

  • Calmar ratio

    -0.76

  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    +30.09%

  • Excess return

    -93.85%

  • Alpha

    -1.12

  • Beta

    1.62

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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