KK_RFR_TRACUSD

Single-asset

Kaiko TRAC Reference Rate

0.3064 USD

+0.013 USD(+4.45%)

KK_RFR_TRACUSD price chart

Key statistics

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

Performance

  • 1W

    +8.32%

  • 1M

    +10.58%

  • 1Y

    -13.02%

  • YTD

    -28.99%

Risk

  • Volatility

    115.56%

  • Max drawdown

    -66.3%

  • Drawdown days

    35

  • Average drawdown

    -22.84%

Risk-adjusted performance

  • Sharpe ratio

    0.42

  • Sortino

    0.77

  • Calmar ratio

    -0.2

  • Gain/Pain ratio

    0.07

Benchmark comparison

  • BTC return

    -18.48%

  • Excess return

    +5.47%

  • Alpha

    0.62

  • Beta

    1.11

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_TRACUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_L3USD

Kaiko L3 Reference Rate

0.0219 USD

+147.87%
Learn more

KK_RFR_VRAUSD

Kaiko VRA Reference Rate

0.0000284689 USD

+45.09%
Learn more

KK_RFR_UOSUSD

Kaiko UOS Reference Rate

0.00691977 USD

+22.53%
Learn more