KK_RFR_ORCAUSD

Single-asset

Kaiko ORCA Reference Rate

1.97 USD

+0.4711 USD(+31.52%)

KK_RFR_ORCAUSD price chart

Key statistics

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

Performance

  • 1W

    +109.15%

  • 1M

    +31.52%

  • 1Y

    -30.23%

  • YTD

    +80.86%

Risk

  • Volatility

    121.97%

  • Max drawdown

    -76.61%

  • Drawdown days

    90

  • Average drawdown

    -27.03%

Risk-adjusted performance

  • Sharpe ratio

    0.25

  • Sortino

    0.48

  • Calmar ratio

    -0.37

  • Gain/Pain ratio

    0.05

Benchmark comparison

  • BTC return

    -19.47%

  • Excess return

    -10.76%

  • Alpha

    0.5

  • Beta

    1.44

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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