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	Cefi spot markets Defi spot markets	Custom valuation
Value at risk calculation
• REST API	DEXs: Since Genesis CEXs: Since 2010	Yes	Intraday updates of daily VaR	Cefi spot markets Defi spot markets	Value at risk calculation