KK_RFR_IPUSD

Single-asset

Kaiko IP Reference Rate

0.7824 USD

+0.00332182 USD(+0.43%)

KK_RFR_IPUSD price chart

Key statistics

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

Performance

  • 1W

    -1.51%

  • 1M

    -11.93%

  • 1Y

    -87.17%

  • YTD

    -54.11%

Risk

  • Volatility

    127.94%

  • Max drawdown

    -94.52%

  • Drawdown days

    43

  • Average drawdown

    -24.56%

Risk-adjusted performance

  • Sharpe ratio

    -0.97

  • Sortino

    -1.44

  • Calmar ratio

    -0.92

  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -18.58%

  • Excess return

    -68.59%

  • Alpha

    -1.08

  • Beta

    1.28

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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