KK_RFR_LITUSD

Single-asset

Kaiko LIT Reference Rate

0.1984 USD

+0.00033657 USD(+0.17%)

KK_RFR_LITUSD price chart

Key statistics

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

Performance

  • 1W

    +143.13%
  • 1M

    +145.84%
  • 1Y

    -76.95%
  • YTD

    +66.98%

Risk

  • Volatility

    210.06%
  • Max drawdown

    -93.45%
  • Drawdown days

    364
  • Average drawdown

    -93.45%

Risk-adjusted performance

  • Sharpe ratio

    0.18
  • Sortino

    0.35
  • Calmar ratio

    -0.75
  • Gain/Pain ratio

    0.04

Benchmark comparison

  • BTC return

    -44.34%
  • Excess return

    -32.61%
  • Alpha

    0.55
  • Beta

    0.35

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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