KK_RFR_ALGOUSD

Single-asset

Kaiko ALGO Reference Rate

0.0816 USD

-0.00257091 USD(-3.05%)

KK_RFR_ALGOUSD price chart

Key statistics

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

Performance

  • 1W

    -1.38%

  • 1M

    -1.16%

  • 1Y

    -69.91%

  • YTD

    -26.98%

Risk

  • Volatility

    73.66%

  • Max drawdown

    -70.56%

  • Drawdown days

    121

  • Average drawdown

    -30.11%

Risk-adjusted performance

  • Sharpe ratio

    -1.26

  • Sortino

    -1.76

  • Calmar ratio

    -0.99

  • Gain/Pain ratio

    -0.16

Benchmark comparison

  • BTC return

    -45.41%

  • Excess return

    -24.50%

  • Alpha

    -0.33

  • Beta

    1.16

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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