KK_RFR_REDUSD

Single-asset

Kaiko RED Reference Rate

0.1813 USD

+0.0792 USD(+77.56%)

KK_RFR_REDUSD price chart

Key statistics

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

Performance

  • 1W

    +71.56%

  • 1M

    +77.06%

  • 1Y

    -33.83%

  • YTD

    -16.62%

Risk

  • Volatility

    128.68%

  • Max drawdown

    -86.14%

  • Drawdown days

    22

  • Average drawdown

    -14.69%

Risk-adjusted performance

  • Sharpe ratio

    0.2

  • Sortino

    0.44

  • Calmar ratio

    -0.36

  • Gain/Pain ratio

    0.05

Benchmark comparison

  • BTC return

    -33.57%

  • Excess return

    -0.26%

  • Alpha

    0.79

  • Beta

    1.58

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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