KK_RFR_ENAUSD

Single-asset

Kaiko ENA Reference Rate

0.0887 USD

+0.00336123 USD(+3.94%)

KK_RFR_ENAUSD price chart

Key statistics

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

Performance

  • 1W

    +6.90%
  • 1M

    +25.66%
  • 1Y

    -86.56%
  • YTD

    -56.14%

Risk

  • Volatility

    106.09%
  • Max drawdown

    -91.3%
  • Drawdown days

    180
  • Average drawdown

    -54.76%

Risk-adjusted performance

  • Sharpe ratio

    -1.37
  • Sortino

    -1.96
  • Calmar ratio

    -0.95
  • Gain/Pain ratio

    -0.18

Benchmark comparison

  • BTC return

    -45.41%
  • Excess return

    -41.15%
  • Alpha

    -0.65
  • Beta

    1.54

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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