KK_RFR_WUSD

Single-asset

Kaiko W Reference Rate

0.02 USD

-0.00032783 USD(-1.61%)

KK_RFR_WUSD price chart

Key statistics

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

Performance

  • 1W

    -12.73%

  • 1M

    -15.42%

  • 1Y

    -88.46%

  • YTD

    -39.69%

Risk

  • Volatility

    105.12%

  • Max drawdown

    -89.09%

  • Drawdown days

    180

  • Average drawdown

    -45.93%

Risk-adjusted performance

  • Sharpe ratio

    -1.52

  • Sortino

    -2.1

  • Calmar ratio

    -0.99

  • Gain/Pain ratio

    -0.19

Benchmark comparison

  • BTC return

    -26.34%

  • Excess return

    -62.13%

  • Alpha

    -1.26

  • Beta

    1.52

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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