KK_BRR_FILUSD

Single-asset

Kaiko FIL Benchmark Reference Rate

1.16 USD

+0.0395 USD(+3.52%)

KK_BRR_FILUSD price chart

Key statistics

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

Performance

  • 1W

    +6.89%
  • 1M

    +9.83%
  • 1Y

    -30.00%
  • YTD

    -11.42%

Risk

  • Volatility

    120.31%
  • Max drawdown

    -78.42%
  • Drawdown days

    120
  • Average drawdown

    -36.26%

Risk-adjusted performance

  • Sharpe ratio

    0.22
  • Sortino

    0.42
  • Calmar ratio

    -0.38
  • Gain/Pain ratio

    0.04

Benchmark comparison

  • BTC return

    -27.81%
  • Excess return

    -2.19%
  • Alpha

    0.55
  • Beta

    1.23

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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