KK_RFR_IPUSD

Single-asset

Kaiko IP Reference Rate

0.5423 USD

-0.025 USD(-4.41%)

KK_RFR_IPUSD price chart

Key statistics

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

Performance

  • 1W

    +6.11%

  • 1M

    +10.17%

  • 1Y

    -88.32%

  • YTD

    -68.19%

Risk

  • Volatility

    127.49%

  • Max drawdown

    -96.64%

  • Drawdown days

    35

  • Average drawdown

    -20.09%

Risk-adjusted performance

  • Sharpe ratio

    -1.05

  • Sortino

    -1.56

  • Calmar ratio

    -0.91

  • Gain/Pain ratio

    -0.16

Benchmark comparison

  • BTC return

    -22.47%

  • Excess return

    -65.84%

  • Alpha

    -1.1

  • Beta

    1.35

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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