KK_RFR_LUNAUSD

Single-asset

Kaiko LUNA Reference Rate

0.000042618 USD

-0.0000011577 USD(-2.64%)

KK_RFR_LUNAUSD price chart

Key statistics

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

Performance

  • 1W

    -3.62%
  • 1M

    -4.54%
  • 1Y

    -56.60%
  • YTD

    -4.54%

Risk

  • Volatility

    125.67%
  • Max drawdown

    -76.44%
  • Drawdown days

    180
  • Average drawdown

    -38.83%

Risk-adjusted performance

  • Sharpe ratio

    -0.13
  • Sortino

    -0.24
  • Calmar ratio

    -0.74
  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    -0.70%
  • Excess return

    -55.90%
  • Alpha

    -0.23
  • Beta

    0.95

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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