KK_RFR_AURORAUSD

Single-asset

Kaiko AURORA Reference Rate

0.07 USD

+0.00021007 USD(+0.30%)

KK_RFR_AURORAUSD price chart

Key statistics

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

Performance

  • 1W

    -10.90%

  • 1M

    -21.53%

  • 1Y

    -52.39%

  • YTD

    -66.96%

Risk

  • Volatility

    159.39%

  • Max drawdown

    -84.34%

  • Drawdown days

    59

  • Average drawdown

    -25.57%

Risk-adjusted performance

  • Sharpe ratio

    0.16

  • Sortino

    0.35

  • Calmar ratio

    -0.6

  • Gain/Pain ratio

    0.04

Benchmark comparison

  • BTC return

    +30.09%

  • Excess return

    -82.48%

  • Alpha

    0.01

  • Beta

    0.69

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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