KK_RFR_IPUSD

Single-asset

Kaiko IP Reference Rate

2.27 USD

-0.112 USD(-4.70%)

KK_RFR_IPUSD price chart

Key statistics

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

Performance

  • 1W

    -13.14%

  • 1M

    -9.03%

  • 1Y

    -63.56%

  • YTD

    -63.56%

Risk

  • Volatility

    107.77%

  • Max drawdown

    -84.34%

  • Drawdown days

    31

  • Average drawdown

    -23.29%

Risk-adjusted performance

  • Sharpe ratio

    -0.4

  • Sortino

    -0.59

  • Calmar ratio

    -0.75

  • Gain/Pain ratio

    -0.07

Benchmark comparison

  • BTC return

    +2.33%

  • Excess return

    -65.89%

  • Alpha

    -0.53

  • Beta

    1.39

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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