KK_RFR_OPUSD

Single-asset

Kaiko OP Reference Rate

0.0958 USD

+0.00072767 USD(+0.77%)

KK_RFR_OPUSD price chart

Key statistics

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

Performance

  • 1W

    -15.15%
  • 1M

    -16.23%
  • 1Y

    -84.02%
  • YTD

    -63.25%

Risk

  • Volatility

    96.06%
  • Max drawdown

    -88.61%
  • Drawdown days

    90
  • Average drawdown

    -37.93%

Risk-adjusted performance

  • Sharpe ratio

    -1.4
  • Sortino

    -1.76
  • Calmar ratio

    -0.95
  • Gain/Pain ratio

    -0.18

Benchmark comparison

  • BTC return

    -39.88%
  • Excess return

    -44.14%
  • Alpha

    -0.67
  • Beta

    1.58

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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