KK_RFR_LOFIUSD

Single-asset

Kaiko LOFI Reference Rate

0.00399538 USD

+0.00094163 USD(+30.84%)

KK_RFR_LOFIUSD price chart

Key statistics

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

Performance

  • 1W

    +22.93%
  • 1M

    +46.35%
  • 1Y

    -87.90%
  • YTD

    -28.86%

Risk

  • Volatility

    156.82%
  • Max drawdown

    -94.31%
  • Drawdown days

    99
  • Average drawdown

    -41.25%

Risk-adjusted performance

  • Sharpe ratio

    -0.62
  • Sortino

    -1.03
  • Calmar ratio

    -0.91
  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    -24.61%
  • Excess return

    -63.29%
  • Alpha

    -0.52
  • Beta

    2.16

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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KK_RFR_LOFIUSD

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+30.84%
Learn more