KK_RFR_TIAUSD

Single-asset

Kaiko TIA Reference Rate

0.4364 USD

+0.0231 USD(+5.58%)

KK_RFR_TIAUSD price chart

Key statistics

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

Performance

  • 1W

    +22.12%

  • 1M

    +34.07%

  • 1Y

    -70.74%

  • YTD

    -7.77%

Risk

  • Volatility

    95.11%

  • Max drawdown

    -81.63%

  • Drawdown days

    120

  • Average drawdown

    -31.51%

Risk-adjusted performance

  • Sharpe ratio

    -0.81

  • Sortino

    -1.13

  • Calmar ratio

    -0.87

  • Gain/Pain ratio

    -0.11

Benchmark comparison

  • BTC return

    -23.89%

  • Excess return

    -46.86%

  • Alpha

    -0.51

  • Beta

    1.47

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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