KK_RFR_ETHFIUSD

Single-asset

Kaiko ETHFI Reference Rate

0.3821 USD

-0.00069924 USD(-0.18%)

KK_RFR_ETHFIUSD price chart

Key statistics

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

Performance

  • 1W

    -4.10%

  • 1M

    -3.83%

  • 1Y

    -68.82%

  • YTD

    -45.31%

Risk

  • Volatility

    90.33%

  • Max drawdown

    -84.96%

  • Drawdown days

    39

  • Average drawdown

    -13.92%

Risk-adjusted performance

  • Sharpe ratio

    -0.83

  • Sortino

    -1.13

  • Calmar ratio

    -0.8

  • Gain/Pain ratio

    -0.11

Benchmark comparison

  • BTC return

    -44.34%

  • Excess return

    -24.48%

  • Alpha

    -0.04

  • Beta

    1.43

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_ETHFIUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_KOBANUSD

Kaiko KOBAN Reference Rate

0.0000121 USD

+42.35%
Learn more

KK_RFR_MERLUSD

Kaiko MERL Reference Rate

0.0195 USD

+14.82%
Learn more

KK_RFR_MUBARAKUSD

Kaiko MUBARAK Reference Rate

0.0153 USD

+14.15%
Learn more