KK_RFR_POLUSD

Single-asset

Kaiko POL Reference Rate

0.1796 USD

+0.00313927 USD(+1.78%)

KK_RFR_POLUSD price chart

Key statistics

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

Performance

  • 1W

    -5.31%
  • 1M

    -4.60%
  • 1Y

    -56.63%
  • YTD

    -61.80%

Risk

  • Volatility

    86.88%
  • Max drawdown

    -78.14%
  • Drawdown days

    71
  • Average drawdown

    -21.61%

Risk-adjusted performance

  • Sharpe ratio

    -0.53
  • Sortino

    -0.79
  • Calmar ratio

    -0.72
  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    +30.09%
  • Excess return

    -86.72%
  • Alpha

    -0.91
  • Beta

    1.3

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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