KK_RFR_IPUSD

Single-asset

Kaiko IP Reference Rate

0.2076 USD

-0.00219883 USD(-1.05%)

KK_RFR_IPUSD price chart

Key statistics

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

Performance

  • 1W

    -4.96%

  • 1M

    -5.55%

  • 1Y

    -97.94%

  • YTD

    -87.83%

Risk

  • Volatility

    101.1%

  • Max drawdown

    -98.28%

  • Drawdown days

    364

  • Average drawdown

    -98.28%

Risk-adjusted performance

  • Sharpe ratio

    -3.32

  • Sortino

    -4.39

  • Calmar ratio

    -1.0

  • Gain/Pain ratio

    -0.42

Benchmark comparison

  • BTC return

    -31.91%

  • Excess return

    -66.03%

  • Alpha

    -3.03

  • Beta

    1.12

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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