KK_RFR_POLUSD

Single-asset

Kaiko POL Reference Rate

0.0821 USD

+0.00220136 USD(+2.76%)

KK_RFR_POLUSD price chart

Key statistics

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

Performance

  • 1W

    +10.34%
  • 1M

    +18.64%
  • 1Y

    -65.13%
  • YTD

    -19.34%

Risk

  • Volatility

    70.16%
  • Max drawdown

    -75.81%
  • Drawdown days

    72
  • Average drawdown

    -21.79%

Risk-adjusted performance

  • Sharpe ratio

    -1.15
  • Sortino

    -1.57
  • Calmar ratio

    -0.86
  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -47.79%
  • Excess return

    -17.34%
  • Alpha

    -0.23
  • Beta

    1.03

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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