KK_RFR_SPXUSD

Single-asset

Kaiko SPX Reference Rate

0.3014 USD

+0.00967859 USD(+3.32%)

KK_RFR_SPXUSD price chart

Key statistics

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

Performance

  • 1W

    -4.20%

  • 1M

    +4.73%

  • 1Y

    -52.32%

  • YTD

    -38.56%

Risk

  • Volatility

    146.35%

  • Max drawdown

    -87.17%

  • Drawdown days

    34

  • Average drawdown

    -26.09%

Risk-adjusted performance

  • Sharpe ratio

    0.21

  • Sortino

    0.33

  • Calmar ratio

    -0.6

  • Gain/Pain ratio

    0.03

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    -34.01%

  • Alpha

    0.61

  • Beta

    2.44

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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