KK_RFR_WUSD

Single-asset

Kaiko W Reference Rate

0.0167 USD

+0.00020859 USD(+1.26%)

KK_RFR_WUSD price chart

Key statistics

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

Performance

  • 1W

    -3.35%
  • 1M

    -6.60%
  • 1Y

    -83.51%
  • YTD

    -49.61%

Risk

  • Volatility

    100.66%
  • Max drawdown

    -87.27%
  • Drawdown days

    44
  • Average drawdown

    -27.07%

Risk-adjusted performance

  • Sharpe ratio

    -1.28
  • Sortino

    -1.76
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.16

Benchmark comparison

  • BTC return

    -18.30%
  • Excess return

    -65.20%
  • Alpha

    -1.1
  • Beta

    1.53

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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