KK_RFR_SUSD

Single-asset

Kaiko S Reference Rate

0.0705 USD

-0.00063582 USD(-0.89%)

KK_RFR_SUSD price chart

Key statistics

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

Performance

  • 1W

    -14.74%
  • 1M

    -34.39%
  • 1Y

    -79.15%
  • YTD

    -79.15%

Risk

  • Volatility

    71.78%
  • Max drawdown

    -82.61%
  • Drawdown days

    35
  • Average drawdown

    -21.59%

Risk-adjusted performance

  • Sharpe ratio

    -1.82
  • Sortino

    -2.43
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.33

Benchmark comparison

  • BTC return

    -17.42%
  • Excess return

    -61.73%
  • Alpha

    -1.04
  • Beta

    1.71

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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