KK_RFR_ALICEUSD

Single-asset

Kaiko ALICE Reference Rate

0.1384 USD

+0.0361 USD(+35.33%)

KK_RFR_ALICEUSD price chart

Key statistics

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

Performance

  • 1W

    +30.60%

  • 1M

    +12.92%

  • 1Y

    -61.37%

  • YTD

    -18.15%

Risk

  • Volatility

    129.88%

  • Max drawdown

    -79.84%

  • Drawdown days

    49

  • Average drawdown

    -16.03%

Risk-adjusted performance

  • Sharpe ratio

    -0.15

  • Sortino

    -0.26

  • Calmar ratio

    -0.73

  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    -38.16%

  • Excess return

    -23.21%

  • Alpha

    0.28

  • Beta

    1.19

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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