KK_RFR_GRTUSD

Single-asset

Kaiko GRT Reference Rate

0.0214 USD

+0.001058 USD(+5.19%)

KK_RFR_GRTUSD price chart

Key statistics

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

Performance

  • 1W

    +15.46%

  • 1M

    +31.85%

  • 1Y

    -77.01%

  • YTD

    -38.00%

Risk

  • Volatility

    71.08%

  • Max drawdown

    -85.71%

  • Drawdown days

    364

  • Average drawdown

    -85.71%

Risk-adjusted performance

  • Sharpe ratio

    -1.71

  • Sortino

    -2.25

  • Calmar ratio

    -0.9

  • Gain/Pain ratio

    -0.21

Benchmark comparison

  • BTC return

    -30.02%

  • Excess return

    -46.99%

  • Alpha

    -0.89

  • Beta

    1.21

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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