KK_RFR_SPXUSD

Single-asset

Kaiko SPX Reference Rate

0.4713 USD

+0.0106 USD(+2.31%)

KK_RFR_SPXUSD price chart

Key statistics

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

Performance

  • 1W

    -11.40%

  • 1M

    -31.40%

  • 1Y

    -25.11%

  • YTD

    -25.11%

Risk

  • Volatility

    133.37%

  • Max drawdown

    -79.91%

  • Drawdown days

    25

  • Average drawdown

    -25.36%

Risk-adjusted performance

  • Sharpe ratio

    0.44

  • Sortino

    0.67

  • Calmar ratio

    -0.31

  • Gain/Pain ratio

    0.07

Benchmark comparison

  • BTC return

    -1.00%

  • Excess return

    -24.11%

  • Alpha

    0.47

  • Beta

    2.79

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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