KK_RFR_LOFIUSD

Single-asset

Kaiko LOFI Reference Rate

0.0111 USD

+0.00117489 USD(+11.89%)

KK_RFR_LOFIUSD price chart

Key statistics

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

Performance

  • 1W

    +78.76%

  • 1M

    +82.77%

  • 1Y

    -45.80%

  • YTD

    +96.82%

Risk

  • Volatility

    158.31%

  • Max drawdown

    -86.61%

  • Drawdown days

    364

  • Average drawdown

    -86.61%

Risk-adjusted performance

  • Sharpe ratio

    0.35

  • Sortino

    0.6

  • Calmar ratio

    -0.5

  • Gain/Pain ratio

    0.06

Benchmark comparison

  • BTC return

    -31.91%

  • Excess return

    -13.89%

  • Alpha

    1.05

  • Beta

    1.7

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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