Kaiko Portfolio Risk & Performance

Data descriptions

  • Custom portfolio valuation - build completely customizable single-asset or multi-asset price feeds for NAV calculations

  • Value at risk calculation - Calculate value at risk, computed by a proprietary and thoroughly backtested methodology

Data details

Data/channel
Historical data
Live?
Granularity
Coverage
Docs link

Custom portfolio valuation

REST API

DEXs: Since Genesis CEXs: Since 2010

Yes

End of day and intraday pricing

Value at risk calculation

REST API

DEXs: Since Genesis CEXs: Since 2010

Yes

Intraday updates of daily VaR

Last updated

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