KK_RFR_ALGOUSD

Single-asset

Kaiko ALGO Reference Rate

0.0874 USD

-0.00101398 USD(-1.15%)

KK_RFR_ALGOUSD price chart

Key statistics

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

Performance

  • 1W

    +10.56%

  • 1M

    +11.16%

  • 1Y

    -67.80%

  • YTD

    -21.79%

Risk

  • Volatility

    72.87%

  • Max drawdown

    -71.58%

  • Drawdown days

    182

  • Average drawdown

    -37.89%

Risk-adjusted performance

  • Sharpe ratio

    -1.19

  • Sortino

    -1.67

  • Calmar ratio

    -0.95

  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -44.34%

  • Excess return

    -23.46%

  • Alpha

    -0.3

  • Beta

    1.14

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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