KK_RFR_RSRUSD

Single-asset

Kaiko RSR Reference Rate

0.00239558 USD

+0.00075911 USD(+46.39%)

KK_RFR_RSRUSD price chart

Key statistics

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

Performance

  • 1W

    +38.99%

  • 1M

    +40.21%

  • 1Y

    -56.59%

  • YTD

    -4.15%

Risk

  • Volatility

    93.63%

  • Max drawdown

    -83.84%

  • Drawdown days

    361

  • Average drawdown

    -83.84%

Risk-adjusted performance

  • Sharpe ratio

    -0.45

  • Sortino

    -0.74

  • Calmar ratio

    -0.67

  • Gain/Pain ratio

    -0.07

Benchmark comparison

  • BTC return

    -27.81%

  • Excess return

    -28.78%

  • Alpha

    -0.13

  • Beta

    1.24

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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