KK_RFR_ILVUSD

Single-asset

Kaiko ILV Reference Rate

5.18 USD

+1.37 USD(+36.09%)

KK_RFR_ILVUSD price chart

Key statistics

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

Performance

  • 1W

    +38.22%
  • 1M

    +43.03%
  • 1Y

    -55.80%
  • YTD

    -7.78%

Risk

  • Volatility

    113.47%
  • Max drawdown

    -83.88%
  • Drawdown days

    58
  • Average drawdown

    -26.39%

Risk-adjusted performance

  • Sharpe ratio

    -0.19
  • Sortino

    -0.33
  • Calmar ratio

    -0.66
  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    -12.16%
  • Excess return

    -43.64%
  • Alpha

    -0.14
  • Beta

    1.4

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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