KK_RFR_SPAUSD

Single-asset

Kaiko SPA Reference Rate

0.00333392 USD

-0.00014657 USD(-4.21%)

KK_RFR_SPAUSD price chart

Key statistics

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

Performance

  • 1W

    -9.79%

  • 1M

    -4.21%

  • 1Y

    -80.90%

  • YTD

    -20.94%

Risk

  • Volatility

    108.75%

  • Max drawdown

    -86.97%

  • Drawdown days

    178

  • Average drawdown

    -65.25%

Risk-adjusted performance

  • Sharpe ratio

    -1.02

  • Sortino

    -1.82

  • Calmar ratio

    -0.75

  • Gain/Pain ratio

    -0.20

Benchmark comparison

  • BTC return

    -21.91%

  • Excess return

    -58.99%

  • Alpha

    -1.01

  • Beta

    0.59

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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