KK_RFR_TRUUSD

Single-asset

Kaiko TRU Reference Rate

0.00113145 USD

+0.00029612 USD(+35.45%)

KK_RFR_TRUUSD price chart

Key statistics

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

Performance

  • 1W

    +10.22%

  • 1M

    +49.24%

  • 1Y

    -96.44%

  • YTD

    -88.62%

Risk

  • Volatility

    245.18%

  • Max drawdown

    -98.42%

  • Drawdown days

    362

  • Average drawdown

    -98.42%

Risk-adjusted performance

  • Sharpe ratio

    -0.51

  • Sortino

    -1.26

  • Calmar ratio

    -0.98

  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -46.62%

  • Excess return

    -49.82%

  • Alpha

    -0.42

  • Beta

    1.52

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_TRUUSD in your product?

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

Related Kaiko products

KK_RFR_ACAUSD

Kaiko ACA Reference Rate

0.00070222 USD

+126.52%
Learn more

KK_RFR_TRUUSD

Kaiko TRU Reference Rate

0.00113145 USD

+35.45%
Learn more

KK_RFR_LOCKINUSD

Kaiko LOCKIN Reference Rate

0.001021 USD

+25.89%
Learn more