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	Exchange coverage	Asset 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	All cefi spot and defi spot instruments available on covered exchanges.	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	All cefi spot and defi spot instruments available on covered exchanges.	Value at risk calculation