KK_RFR_SPXUSD

Single-asset

Kaiko SPX Reference Rate

0.3063 USD

+0.0142 USD(+4.87%)

KK_RFR_SPXUSD price chart

Key statistics

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

Performance

  • 1W

    -1.12%

  • 1M

    -3.20%

  • 1Y

    -73.82%

  • YTD

    -35.36%

Risk

  • Volatility

    130.7%

  • Max drawdown

    -88.06%

  • Drawdown days

    89

  • Average drawdown

    -37.76%

Risk-adjusted performance

  • Sharpe ratio

    -0.38

  • Sortino

    -0.56

  • Calmar ratio

    -0.84

  • Gain/Pain ratio

    -0.05

Benchmark comparison

  • BTC return

    -39.88%

  • Excess return

    -33.94%

  • Alpha

    0.45

  • Beta

    2.23

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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