KK_RFR_ALIUSD

Single-asset

Kaiko ALI Reference Rate

0.00152069 USD

+0.0000756923 USD(+5.24%)

KK_RFR_ALIUSD price chart

Key statistics

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

Performance

  • 1W

    +2.81%

  • 1M

    +2.27%

  • 1Y

    -77.39%

  • YTD

    -40.41%

Risk

  • Volatility

    119.46%

  • Max drawdown

    -82.24%

  • Drawdown days

    90

  • Average drawdown

    -45.19%

Risk-adjusted performance

  • Sharpe ratio

    -0.67

  • Sortino

    -1.08

  • Calmar ratio

    -0.93

  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    -18.47%

  • Excess return

    -58.92%

  • Alpha

    -0.69

  • Beta

    0.91

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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