KK_RFR_SBRUSD

Single-asset

Kaiko SBR Reference Rate

0.0000895714 USD

-0.0000115397 USD(-11.41%)

KK_RFR_SBRUSD price chart

Key statistics

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

Performance

  • 1W

    -68.78%
  • 1M

    -40.97%
  • 1Y

    -92.63%
  • YTD

    -89.44%

Risk

  • Volatility

    177.47%
  • Max drawdown

    -93.59%
  • Drawdown days

    120
  • Average drawdown

    -33.31%

Risk-adjusted performance

  • Sharpe ratio

    -0.62
  • Sortino

    -0.97
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -28.27%
  • Excess return

    -64.36%
  • Alpha

    -1.03
  • Beta

    0.3

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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