KK_RFR_TRUUSD

Single-asset

Kaiko TRU Reference Rate

0.0102 USD

+0.00589327 USD(+136.56%)

KK_RFR_TRUUSD price chart

Key statistics

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

Performance

  • 1W

    +125.36%

  • 1M

    +120.14%

  • 1Y

    -64.57%

  • YTD

    +2.66%

Risk

  • Volatility

    168.73%

  • Max drawdown

    -91.12%

  • Drawdown days

    70

  • Average drawdown

    -23.03%

Risk-adjusted performance

  • Sharpe ratio

    -0.03

  • Sortino

    -0.06

  • Calmar ratio

    -0.7

  • Gain/Pain ratio

    -0.01

Benchmark comparison

  • BTC return

    -10.95%

  • Excess return

    -53.63%

  • Alpha

    0.02

  • Beta

    1.75

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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