KK_RFR_IPUSD

Single-asset

Kaiko IP Reference Rate

1.48 USD

+0.0117 USD(+0.80%)

KK_RFR_IPUSD price chart

Key statistics

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

Performance

  • 1W

    -14.49%

  • 1M

    -39.28%

  • 1Y

    -75.68%

  • YTD

    -75.68%

Risk

  • Volatility

    108.73%

  • Max drawdown

    -89.63%

  • Drawdown days

    33

  • Average drawdown

    -23.95%

Risk-adjusted performance

  • Sharpe ratio

    -0.76

  • Sortino

    -1.11

  • Calmar ratio

    -0.84

  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -1.00%

  • Excess return

    -74.68%

  • Alpha

    -0.88

  • Beta

    1.39

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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