KK_RFR_SPXUSD

Single-asset

Kaiko SPX Reference Rate

0.4521 USD

+0.00931818 USD(+2.10%)

KK_RFR_SPXUSD price chart

Key statistics

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

Performance

  • 1W

    +8.73%

  • 1M

    +2.69%

  • 1Y

    -71.57%

  • YTD

    -7.84%

Risk

  • Volatility

    115.33%

  • Max drawdown

    -83.58%

  • Drawdown days

    364

  • Average drawdown

    -83.58%

Risk-adjusted performance

  • Sharpe ratio

    -0.52

  • Sortino

    -0.75

  • Calmar ratio

    -0.85

  • Gain/Pain ratio

    -0.07

Benchmark comparison

  • BTC return

    -31.91%

  • Excess return

    -39.66%

  • Alpha

    -0.03

  • Beta

    1.93

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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