KK_RFR_SUSD

Single-asset

Kaiko S Reference Rate

0.0444 USD

+0.00094643 USD(+2.18%)

KK_RFR_SUSD price chart

Key statistics

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

Performance

  • 1W

    -2.87%
  • 1M

    +16.87%
  • 1Y

    -86.88%
  • YTD

    -41.46%

Risk

  • Volatility

    86.07%
  • Max drawdown

    -90.64%
  • Drawdown days

    54
  • Average drawdown

    -23.19%

Risk-adjusted performance

  • Sharpe ratio

    -1.92
  • Sortino

    -2.62
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.28

Benchmark comparison

  • BTC return

    -32.71%
  • Excess return

    -54.17%
  • Alpha

    -1.14
  • Beta

    1.55

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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