KK_RFR_OPUSD

Single-asset

Kaiko OP Reference Rate

0.1195 USD

+0.00482803 USD(+4.21%)

KK_RFR_OPUSD price chart

Key statistics

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

Performance

  • 1W

    -10.62%
  • 1M

    -0.89%
  • 1Y

    -82.58%
  • YTD

    -55.40%

Risk

  • Volatility

    95.1%
  • Max drawdown

    -87.87%
  • Drawdown days

    72
  • Average drawdown

    -32.5%

Risk-adjusted performance

  • Sharpe ratio

    -1.34
  • Sortino

    -1.69
  • Calmar ratio

    -0.94
  • Gain/Pain ratio

    -0.18

Benchmark comparison

  • BTC return

    -30.16%
  • Excess return

    -52.42%
  • Alpha

    -0.82
  • Beta

    1.62

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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