KK_RFR_OPUSD

Single-asset

Kaiko OP Reference Rate

0.0993 USD

-0.0031159 USD(-3.04%)

KK_RFR_OPUSD price chart

Key statistics

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

Performance

  • 1W

    -6.96%
  • 1M

    +4.39%
  • 1Y

    -85.21%
  • YTD

    -62.97%

Risk

  • Volatility

    91.24%
  • Max drawdown

    -88.82%
  • Drawdown days

    72
  • Average drawdown

    -23.74%

Risk-adjusted performance

  • Sharpe ratio

    -1.61
  • Sortino

    -2.0
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.21

Benchmark comparison

  • BTC return

    -47.79%
  • Excess return

    -37.42%
  • Alpha

    -0.66
  • Beta

    1.44

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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