KK_RFR_ONEUSD

Single-asset

Kaiko ONE Reference Rate

0.00237036 USD

-0.0000036364 USD(-0.15%)

KK_RFR_ONEUSD price chart

Key statistics

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

Performance

  • 1W

    -4.77%

  • 1M

    +5.73%

  • 1Y

    -77.30%

  • YTD

    -36.53%

Risk

  • Volatility

    297.71%

  • Max drawdown

    -96.17%

  • Drawdown days

    364

  • Average drawdown

    -96.17%

Risk-adjusted performance

  • Sharpe ratio

    0.74

  • Sortino

    1.5

  • Calmar ratio

    -0.8

  • Gain/Pain ratio

    0.19

Benchmark comparison

  • BTC return

    -31.91%

  • Excess return

    -45.39%

  • Alpha

    2.71

  • Beta

    1.72

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_ONEUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_GTCUSD

Kaiko GTC Reference Rate

0.2159 USD

+78.35%
Learn more

KK_RFR_RLCUSD

Kaiko RLC Reference Rate

0.5689 USD

+56.59%
Learn more

KK_RFR_SNEKUSD

Kaiko SNEK Reference Rate

0.00078234 USD

+18.78%
Learn more