KK_RFR_LCXUSD

Single-asset

Kaiko LCX Reference Rate

0.0337 USD

+0.0174 USD(+106.14%)

KK_RFR_LCXUSD price chart

Key statistics

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

Performance

  • 1W

    +135.83%
  • 1M

    +68.74%
  • 1Y

    -78.89%
  • YTD

    -35.74%

Risk

  • Volatility

    136.59%
  • Max drawdown

    -91.48%
  • Drawdown days

    363
  • Average drawdown

    -91.48%

Risk-adjusted performance

  • Sharpe ratio

    -0.62
  • Sortino

    -1.39
  • Calmar ratio

    -0.86
  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -32.94%
  • Excess return

    -45.95%
  • Alpha

    -0.63
  • Beta

    0.71

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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