KK_RFR_POLUSD

Single-asset

Kaiko POL Reference Rate

0.0885 USD

+0.00151218 USD(+1.74%)

KK_RFR_POLUSD price chart

Key statistics

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

Performance

  • 1W

    -3.20%
  • 1M

    -7.41%
  • 1Y

    -59.68%
  • YTD

    -12.98%

Risk

  • Volatility

    70.84%
  • Max drawdown

    -71.18%
  • Drawdown days

    51
  • Average drawdown

    -19.5%

Risk-adjusted performance

  • Sharpe ratio

    -0.93
  • Sortino

    -1.33
  • Calmar ratio

    -0.84
  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -30.16%
  • Excess return

    -29.51%
  • Alpha

    -0.35
  • Beta

    1.09

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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