KK_RFR_SUSD

Single-asset

Kaiko S Reference Rate

0.0299 USD

+0.00045521 USD(+1.55%)

KK_RFR_SUSD price chart

Key statistics

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

Performance

  • 1W

    -23.05%
  • 1M

    -23.90%
  • 1Y

    -91.05%
  • YTD

    -60.06%

Risk

  • Volatility

    93.69%
  • Max drawdown

    -92.73%
  • Drawdown days

    69
  • Average drawdown

    -23.61%

Risk-adjusted performance

  • Sharpe ratio

    -2.1
  • Sortino

    -2.84
  • Calmar ratio

    -0.98
  • Gain/Pain ratio

    -0.27

Benchmark comparison

  • BTC return

    -39.45%
  • Excess return

    -51.60%
  • Alpha

    -1.34
  • Beta

    1.5

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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