KK_RFR_WUSD

Single-asset

Kaiko W Reference Rate

0.0241 USD

+0.00641929 USD(+36.34%)

KK_RFR_WUSD price chart

Key statistics

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

Performance

  • 1W

    +70.32%

  • 1M

    +81.63%

  • 1Y

    -71.67%

  • YTD

    -27.42%

Risk

  • Volatility

    93.07%

  • Max drawdown

    -90.63%

  • Drawdown days

    364

  • Average drawdown

    -90.63%

Risk-adjusted performance

  • Sharpe ratio

    -0.9

  • Sortino

    -1.31

  • Calmar ratio

    -0.79

  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -27.81%

  • Excess return

    -43.86%

  • Alpha

    -0.54

  • Beta

    1.26

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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