KK_RFR_LOFIUSD

Single-asset

Kaiko LOFI Reference Rate

0.0036 USD

+0.00 USD(+0.00%)

KK_RFR_LOFIUSD price chart

Key statistics

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

Performance

  • 1W

    -11.76%
  • 1M

    -6.01%
  • 1Y

    -89.10%
  • YTD

    -35.90%

Risk

  • Volatility

    171.2%
  • Max drawdown

    -94.31%
  • Drawdown days

    119
  • Average drawdown

    -41.25%

Risk-adjusted performance

  • Sharpe ratio

    -0.5
  • Sortino

    -0.82
  • Calmar ratio

    -0.92
  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -39.15%
  • Excess return

    -49.95%
  • Alpha

    -0.0
  • Beta

    2.08

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_LOFIUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_BICOUSD

Kaiko BICO Reference Rate

0.0427 USD

+69.40%
Learn more

KK_RFR_ALICEUSD

Kaiko ALICE Reference Rate

0.1384 USD

+35.33%
Learn more

KK_RFR_BOBAUSD

Kaiko BOBA Reference Rate

0.028 USD

+27.67%
Learn more