KK_RFR_WLDUSD

Single-asset

Kaiko WLD Reference Rate

0.4844 USD

-0.0053142 USD(-1.09%)

KK_RFR_WLDUSD price chart

Key statistics

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

Performance

  • 1W

    -8.45%
  • 1M

    -22.82%
  • 1Y

    -78.99%
  • YTD

    -77.44%

Risk

  • Volatility

    115.69%
  • Max drawdown

    -82.01%
  • Drawdown days

    121
  • Average drawdown

    -31.47%

Risk-adjusted performance

  • Sharpe ratio

    -0.79
  • Sortino

    -1.19
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.11

Benchmark comparison

  • BTC return

    -11.69%
  • Excess return

    -67.30%
  • Alpha

    -0.83
  • Beta

    1.81

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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