KK_RFR_RSRUSD

Single-asset

Kaiko RSR Reference Rate

0.00168953 USD

+0.00011076 USD(+7.02%)

KK_RFR_RSRUSD price chart

Key statistics

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

Performance

  • 1W

    +3.64%
  • 1M

    +21.25%
  • 1Y

    -78.57%
  • YTD

    -32.40%

Risk

  • Volatility

    93.1%
  • Max drawdown

    -86.27%
  • Drawdown days

    88
  • Average drawdown

    -31.42%

Risk-adjusted performance

  • Sharpe ratio

    -1.19
  • Sortino

    -1.68
  • Calmar ratio

    -0.9
  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -18.30%
  • Excess return

    -60.27%
  • Alpha

    -0.91
  • Beta

    1.6

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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