KK_RFR_RENUSD

Single-asset

Kaiko REN Reference Rate

0.00434782 USD

+0.00134782 USD(+44.93%)

KK_RFR_RENUSD price chart

Key statistics

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

Performance

  • 1W

    +45.90%
  • 1M

    +36.72%
  • 1Y

    -57.97%
  • YTD

    -16.57%

Risk

  • Volatility

    143.65%
  • Max drawdown

    -81.64%
  • Drawdown days

    72
  • Average drawdown

    -19.67%

Risk-adjusted performance

  • Sharpe ratio

    -0.01
  • Sortino

    -0.02
  • Calmar ratio

    -0.67
  • Gain/Pain ratio

    -0.00

Benchmark comparison

  • BTC return

    -14.76%
  • Excess return

    -43.21%
  • Alpha

    0.05
  • Beta

    0.68

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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