KK_RFR_ACAUSD

Single-asset

Kaiko ACA Reference Rate

0.00076 USD

-0.0000514286 USD(-6.34%)

KK_RFR_ACAUSD price chart

Key statistics

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

Performance

  • 1W

    -5.00%
  • 1M

    -1.78%
  • 1Y

    -97.55%
  • YTD

    -92.20%

Risk

  • Volatility

    168.75%
  • Max drawdown

    -98.46%
  • Drawdown days

    114
  • Average drawdown

    -41.95%

Risk-adjusted performance

  • Sharpe ratio

    -1.46
  • Sortino

    -2.4
  • Calmar ratio

    -0.93
  • Gain/Pain ratio

    -0.28

Benchmark comparison

  • BTC return

    -18.48%
  • Excess return

    -79.07%
  • Alpha

    -2.39
  • Beta

    1.01

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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