KK_RFR_IPUSD

Single-asset

Kaiko IP Reference Rate

0.6369 USD

-0.00424137 USD(-0.66%)

KK_RFR_IPUSD price chart

Key statistics

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

Performance

  • 1W

    -21.65%

  • 1M

    -28.30%

  • 1Y

    -89.42%

  • YTD

    -62.64%

Risk

  • Volatility

    128.35%

  • Max drawdown

    -95.51%

  • Drawdown days

    44

  • Average drawdown

    -24.62%

Risk-adjusted performance

  • Sharpe ratio

    -1.11

  • Sortino

    -1.65

  • Calmar ratio

    -0.94

  • Gain/Pain ratio

    -0.16

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    -71.11%

  • Alpha

    -1.27

  • Beta

    1.26

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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