KK_RFR_RLCUSD

Single-asset

Kaiko RLC Reference Rate

0.7193 USD

+0.0101 USD(+1.43%)

KK_RFR_RLCUSD price chart

Key statistics

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

Performance

  • 1W

    -14.79%
  • 1M

    +99.28%
  • 1Y

    -16.22%
  • YTD

    +11.53%

Risk

  • Volatility

    107.3%
  • Max drawdown

    -72.24%
  • Drawdown days

    59
  • Average drawdown

    -21.7%

Risk-adjusted performance

  • Sharpe ratio

    0.3
  • Sortino

    0.62
  • Calmar ratio

    -0.21
  • Gain/Pain ratio

    0.06

Benchmark comparison

  • BTC return

    -22.06%
  • Excess return

    +5.84%
  • Alpha

    0.49
  • Beta

    1.0

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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