KK_RFR_UOSUSD

Single-asset

Kaiko UOS Reference Rate

0.00691977 USD

+0.0012724 USD(+22.53%)

KK_RFR_UOSUSD price chart

Key statistics

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

Performance

  • 1W

    +10.44%
  • 1M

    +24.91%
  • 1Y

    -85.07%
  • YTD

    -24.71%

Risk

  • Volatility

    95.5%
  • Max drawdown

    -92.82%
  • Drawdown days

    50
  • Average drawdown

    -18.23%

Risk-adjusted performance

  • Sharpe ratio

    -1.5
  • Sortino

    -2.0
  • Calmar ratio

    -0.74
  • Gain/Pain ratio

    -0.26

Benchmark comparison

  • BTC return

    -18.48%
  • Excess return

    -66.58%
  • Alpha

    -1.33
  • Beta

    0.91

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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