KK_RFR_REQUSD

Single-asset

Kaiko REQ Reference Rate

0.0929 USD

-0.00025962 USD(-0.28%)

KK_RFR_REQUSD price chart

Key statistics

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

Performance

  • 1W

    +42.17%

  • 1M

    +43.75%

  • 1Y

    -15.16%

  • YTD

    -8.89%

Risk

  • Volatility

    75.59%

  • Max drawdown

    -60.56%

  • Drawdown days

    69

  • Average drawdown

    -13.22%

Risk-adjusted performance

  • Sharpe ratio

    0.11

  • Sortino

    0.21

  • Calmar ratio

    -0.21

  • Gain/Pain ratio

    0.03

Benchmark comparison

  • BTC return

    -14.04%

  • Excess return

    -1.12%

  • Alpha

    0.13

  • Beta

    0.66

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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