KK_RFR_SPXUSD

Single-asset

Kaiko SPX Reference Rate

0.6161 USD

+0.0847 USD(+15.94%)

KK_RFR_SPXUSD price chart

Key statistics

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

Performance

  • 1W

    +56.60%

  • 1M

    +91.27%

  • 1Y

    -50.30%

  • YTD

    +25.60%

Risk

  • Volatility

    120.39%

  • Max drawdown

    -83.58%

  • Drawdown days

    120

  • Average drawdown

    -44.99%

Risk-adjusted performance

  • Sharpe ratio

    0.01

  • Sortino

    0.02

  • Calmar ratio

    -0.6

  • Gain/Pain ratio

    0.00

Benchmark comparison

  • BTC return

    -28.65%

  • Excess return

    -21.65%

  • Alpha

    0.52

  • Beta

    2.02

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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