KK_RFR_SCUSD

Single-asset

Kaiko SC Reference Rate

0.00070064 USD

+0.00016807 USD(+31.56%)

KK_RFR_SCUSD price chart

Key statistics

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

Performance

  • 1W

    +49.90%

  • 1M

    +39.51%

  • 1Y

    -78.40%

  • YTD

    -51.91%

Risk

  • Volatility

    62.49%

  • Max drawdown

    -86.07%

  • Drawdown days

    364

  • Average drawdown

    -86.07%

Risk-adjusted performance

  • Sharpe ratio

    -2.15

  • Sortino

    -3.07

  • Calmar ratio

    -0.91

  • Gain/Pain ratio

    -0.30

Benchmark comparison

  • BTC return

    -32.94%

  • Excess return

    -45.46%

  • Alpha

    -1.06

  • Beta

    0.92

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_SCUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_LCXUSD

Kaiko LCX Reference Rate

0.0337 USD

+106.14%
Learn more

KK_RFR_SCUSD

Kaiko SC Reference Rate

0.00070064 USD

+31.56%
Learn more

KK_RFR_TRUMPUSD

Kaiko TRUMP Reference Rate

2.41 USD

+25.66%
Learn more