KK_RFR_GRTUSD

Single-asset

Kaiko GRT Reference Rate

0.0168 USD

-0.00027855 USD(-1.63%)

KK_RFR_GRTUSD price chart

Key statistics

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

Performance

  • 1W

    -0.64%
  • 1M

    +3.20%
  • 1Y

    -81.01%
  • YTD

    -51.47%

Risk

  • Volatility

    69.49%
  • Max drawdown

    -86.86%
  • Drawdown days

    120
  • Average drawdown

    -29.59%

Risk-adjusted performance

  • Sharpe ratio

    -2.03
  • Sortino

    -2.61
  • Calmar ratio

    -0.93
  • Gain/Pain ratio

    -0.25

Benchmark comparison

  • BTC return

    -28.27%
  • Excess return

    -52.74%
  • Alpha

    -1.12
  • Beta

    1.2

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_HNTUSD

Kaiko HNT Reference Rate

0.6152 USD

+20.55%
Learn more

KK_RFR_ZORAUSD

Kaiko ZORA Reference Rate

0.0088463 USD

+15.81%
Learn more

KK_RFR_LIGHTERUSDT_USD

Kaiko LIGHTER Reference Rate

4.60 USD

+14.67%
Learn more