KK_RFR_TRACUSD

Single-asset

Kaiko TRAC Reference Rate

0.2951 USD

-0.019 USD(-6.06%)

KK_RFR_TRACUSD price chart

Key statistics

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

Performance

  • 1W

    +10.89%

  • 1M

    +15.40%

  • 1Y

    -43.05%

  • YTD

    -31.59%

Risk

  • Volatility

    119.36%

  • Max drawdown

    -67.55%

  • Drawdown days

    71

  • Average drawdown

    -27.77%

Risk-adjusted performance

  • Sharpe ratio

    0.08

  • Sortino

    0.15

  • Calmar ratio

    -0.63

  • Gain/Pain ratio

    0.01

Benchmark comparison

  • BTC return

    -44.67%

  • Excess return

    +1.62%

  • Alpha

    0.56

  • Beta

    0.91

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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