KK_RFR_SPXUSD

Single-asset

Kaiko SPX Reference Rate

0.3724 USD

-0.00450076 USD(-1.19%)

KK_RFR_SPXUSD price chart

Key statistics

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

Performance

  • 1W

    -3.66%

  • 1M

    +9.87%

  • 1Y

    -76.13%

  • YTD

    -24.09%

Risk

  • Volatility

    124.7%

  • Max drawdown

    -88.06%

  • Drawdown days

    90

  • Average drawdown

    -27.58%

Risk-adjusted performance

  • Sharpe ratio

    -0.53

  • Sortino

    -0.78

  • Calmar ratio

    -0.86

  • Gain/Pain ratio

    -0.07

Benchmark comparison

  • BTC return

    -47.79%

  • Excess return

    -28.34%

  • Alpha

    0.54

  • Beta

    2.13

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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