KK_RFR_POLUSD

Single-asset

Kaiko POL Reference Rate

0.1079 USD

-0.00455564 USD(-4.05%)

KK_RFR_POLUSD price chart

Key statistics

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

Performance

  • 1W

    +31.35%
  • 1M

    +52.64%
  • 1Y

    -56.10%
  • YTD

    +6.01%

Risk

  • Volatility

    72.6%
  • Max drawdown

    -75.81%
  • Drawdown days

    120
  • Average drawdown

    -26.06%

Risk-adjusted performance

  • Sharpe ratio

    -0.77
  • Sortino

    -1.11
  • Calmar ratio

    -0.74
  • Gain/Pain ratio

    -0.11

Benchmark comparison

  • BTC return

    -28.65%
  • Excess return

    -27.44%
  • Alpha

    -0.32
  • Beta

    0.98

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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