KK_RFR_AURORAUSD

Single-asset

Kaiko AURORA Reference Rate

0.0307 USD

+0.00056067 USD(+1.86%)

KK_RFR_AURORAUSD price chart

Key statistics

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

Performance

  • 1W

    +6.57%

  • 1M

    +13.98%

  • 1Y

    -68.72%

  • YTD

    -38.50%

Risk

  • Volatility

    146.74%

  • Max drawdown

    -74.7%

  • Drawdown days

    89

  • Average drawdown

    -32.17%

Risk-adjusted performance

  • Sharpe ratio

    -0.24

  • Sortino

    -0.56

  • Calmar ratio

    -0.87

  • Gain/Pain ratio

    -0.05

Benchmark comparison

  • BTC return

    -14.21%

  • Excess return

    -54.51%

  • Alpha

    -0.31

  • Beta

    0.54

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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