KK_RFR_GRTUSD

Single-asset

Kaiko GRT Reference Rate

0.0463 USD

-0.00265816 USD(-5.43%)

KK_RFR_GRTUSD price chart

Key statistics

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

Performance

  • 1W

    -11.92%

  • 1M

    -7.38%

  • 1Y

    -86.18%

  • YTD

    -77.73%

Risk

  • Volatility

    89.38%

  • Max drawdown

    -86.39%

  • Drawdown days

    364

  • Average drawdown

    -86.39%

Risk-adjusted performance

  • Sharpe ratio

    -1.76

  • Sortino

    -2.31

  • Calmar ratio

    -1.0

  • Gain/Pain ratio

    -0.21

Benchmark comparison

  • BTC return

    -8.97%

  • Excess return

    -77.21%

  • Alpha

    -1.55

  • Beta

    1.67

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_GRTUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_LUNAUSD

Kaiko LUNA Reference Rate

0.0000515676 USD

+79.81%
Learn more

KK_RFR_SRMUSD

Kaiko SRM Reference Rate

0.0133 USD

+76.66%
Learn more

KK_RFR_IOTXUSD

Kaiko IOTX Reference Rate

0.0141 USD

+65.61%
Learn more