KK_RFR_MERLUSD

Single-asset

Kaiko MERL Reference Rate

0.0226 USD

+0.00124003 USD(+5.81%)

KK_RFR_MERLUSD price chart

Key statistics

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

Performance

  • 1W

    +5.33%
  • 1M

    +9.96%
  • 1Y

    -84.62%
  • YTD

    -92.36%

Risk

  • Volatility

    136.21%
  • Max drawdown

    -96.45%
  • Drawdown days

    38
  • Average drawdown

    -24.79%

Risk-adjusted performance

  • Sharpe ratio

    -0.72
  • Sortino

    -1.1
  • Calmar ratio

    -0.81
  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -28.27%
  • Excess return

    -56.35%
  • Alpha

    -0.8
  • Beta

    0.74

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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