KK_RFR_ALGOUSD

Single-asset

Kaiko ALGO Reference Rate

0.1123 USD

-0.00027545 USD(-0.24%)

KK_RFR_ALGOUSD price chart

Key statistics

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

Performance

  • 1W

    +17.45%

  • 1M

    +31.84%

  • 1Y

    -47.27%

  • YTD

    +0.49%

Risk

  • Volatility

    73.86%

  • Max drawdown

    -66.01%

  • Drawdown days

    119

  • Average drawdown

    -25.45%

Risk-adjusted performance

  • Sharpe ratio

    -0.5

  • Sortino

    -0.74

  • Calmar ratio

    -0.71

  • Gain/Pain ratio

    -0.07

Benchmark comparison

  • BTC return

    -23.89%

  • Excess return

    -23.39%

  • Alpha

    -0.18

  • Beta

    1.07

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_ALGOUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_ZETAUSD

Kaiko ZETA Reference Rate

0.0607 USD

+60.42%
Learn more

KK_RFR_AURORAUSD

Kaiko AURORA Reference Rate

0.0298 USD

+51.09%
Learn more

KK_RFR_VARAUSD

Kaiko VARA Reference Rate

0.00067259 USD

+48.66%
Learn more