KK_RFR_MVUSD

Single-asset

Kaiko MV Reference Rate

0.00137075 USD

+0.00020628 USD(+17.71%)

KK_RFR_MVUSD price chart

Key statistics

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

Performance

  • 1W

    -45.15%
  • 1M

    +14.11%
  • 1Y

    -81.96%
  • YTD

    -68.20%

Risk

  • Volatility

    94.86%
  • Max drawdown

    -88.19%
  • Drawdown days

    41
  • Average drawdown

    -19.64%

Risk-adjusted performance

  • Sharpe ratio

    -1.3
  • Sortino

    -1.62
  • Calmar ratio

    -0.69
  • Gain/Pain ratio

    -0.24

Benchmark comparison

  • BTC return

    -17.08%
  • Excess return

    -64.88%
  • Alpha

    -1.17
  • Beta

    0.5

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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