KK_RFR_RSRUSD

Single-asset

Kaiko RSR Reference Rate

0.00178931 USD

-0.0000337278 USD(-1.85%)

KK_RFR_RSRUSD price chart

Key statistics

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

Performance

  • 1W

    +10.23%

  • 1M

    +28.41%

  • 1Y

    -68.74%

  • YTD

    -28.41%

Risk

  • Volatility

    93.75%

  • Max drawdown

    -86.27%

  • Drawdown days

    69

  • Average drawdown

    -25.4%

Risk-adjusted performance

  • Sharpe ratio

    -0.77

  • Sortino

    -1.11

  • Calmar ratio

    -0.78

  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    -14.21%

  • Excess return

    -54.52%

  • Alpha

    -0.6

  • Beta

    1.6

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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