KK_RFR_RENUSD

Single-asset

Kaiko REN Reference Rate

0.0075 USD

+0.0000054286 USD(+0.07%)

KK_RFR_RENUSD price chart

Key statistics

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

Performance

  • 1W

    +31.58%
  • 1M

    +36.22%
  • 1Y

    -81.27%
  • YTD

    -76.59%

Risk

  • Volatility

    144.32%
  • Max drawdown

    -91.11%
  • Drawdown days

    90
  • Average drawdown

    -35.17%

Risk-adjusted performance

  • Sharpe ratio

    -0.53
  • Sortino

    -0.94
  • Calmar ratio

    -0.89
  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    +30.09%
  • Excess return

    -111.36%
  • Alpha

    -0.99
  • Beta

    0.66

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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