KK_RFR_LUNAUSD

Single-asset

Kaiko LUNA Reference Rate

0.0000436202 USD

-0.0000012585 USD(-2.80%)

KK_RFR_LUNAUSD price chart

Key statistics

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

Performance

  • 1W

    +25.67%
  • 1M

    +6.21%
  • 1Y

    -36.77%
  • YTD

    -2.29%

Risk

  • Volatility

    125.07%
  • Max drawdown

    -64.32%
  • Drawdown days

    90
  • Average drawdown

    -41.77%

Risk-adjusted performance

  • Sharpe ratio

    0.16
  • Sortino

    0.32
  • Calmar ratio

    -0.57
  • Gain/Pain ratio

    0.04

Benchmark comparison

  • BTC return

    -23.41%
  • Excess return

    -13.36%
  • Alpha

    0.37
  • Beta

    0.88

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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