KK_RFR_SPXUSD

Single-asset

Kaiko SPX Reference Rate

0.3275 USD

+0.00996318 USD(+3.14%)

KK_RFR_SPXUSD price chart

Key statistics

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

Performance

  • 1W

    -14.48%

  • 1M

    -9.73%

  • 1Y

    -69.43%

  • YTD

    -33.23%

Risk

  • Volatility

    130.7%

  • Max drawdown

    -88.06%

  • Drawdown days

    59

  • Average drawdown

    -27.82%

Risk-adjusted performance

  • Sharpe ratio

    -0.26

  • Sortino

    -0.39

  • Calmar ratio

    -0.79

  • Gain/Pain ratio

    -0.04

Benchmark comparison

  • BTC return

    -30.16%

  • Excess return

    -39.27%

  • Alpha

    0.3

  • Beta

    2.3

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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