KK_RFR_IOTXUSD

Single-asset

Kaiko IOTX Reference Rate

0.011 USD

+0.006206 USD(+128.33%)

KK_RFR_IOTXUSD price chart

Key statistics

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

Performance

  • 1W

    -3.69%
  • 1M

    -7.59%
  • 1Y

    -42.01%
  • YTD

    -2.45%

Risk

  • Volatility

    545.76%
  • Max drawdown

    -85.98%
  • Drawdown days

    70
  • Average drawdown

    -30.28%

Risk-adjusted performance

  • Sharpe ratio

    1.71
  • Sortino

    4.52
  • Calmar ratio

    -0.4
  • Gain/Pain ratio

    0.68

Benchmark comparison

  • BTC return

    -10.06%
  • Excess return

    -31.95%
  • Alpha

    9.38
  • Beta

    2.54

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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