KK_RFR_RENUSD

Single-asset

Kaiko REN Reference Rate

0.00292 USD

-0.0000417647 USD(-1.41%)

KK_RFR_RENUSD price chart

Key statistics

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

Performance

  • 1W

    -6.71%
  • 1M

    +0.04%
  • 1Y

    -60.78%
  • YTD

    -43.97%

Risk

  • Volatility

    143.31%
  • Max drawdown

    -69.3%
  • Drawdown days

    120
  • Average drawdown

    -46.18%

Risk-adjusted performance

  • Sharpe ratio

    -0.06
  • Sortino

    -0.12
  • Calmar ratio

    -0.83
  • Gain/Pain ratio

    -0.01

Benchmark comparison

  • BTC return

    -31.91%
  • Excess return

    -28.88%
  • Alpha

    0.05
  • Beta

    0.5

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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