KK_RFR_AURORAUSD

Single-asset

Kaiko AURORA Reference Rate

0.0298 USD

+0.0101 USD(+51.09%)

KK_RFR_AURORAUSD price chart

Key statistics

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

Performance

  • 1W

    +103.88%

  • 1M

    +80.93%

  • 1Y

    -61.41%

  • YTD

    -40.32%

Risk

  • Volatility

    156.32%

  • Max drawdown

    -86.2%

  • Drawdown days

    120

  • Average drawdown

    -41.92%

Risk-adjusted performance

  • Sharpe ratio

    -0.02

  • Sortino

    -0.05

  • Calmar ratio

    -0.68

  • Gain/Pain ratio

    -0.00

Benchmark comparison

  • BTC return

    -23.89%

  • Excess return

    -37.52%

  • Alpha

    0.07

  • Beta

    0.59

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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