KK_RFR_ETHFIUSD

Single-asset

Kaiko ETHFI Reference Rate

0.6859 USD

-0.0104 USD(-1.49%)

KK_RFR_ETHFIUSD price chart

Key statistics

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

Performance

  • 1W

    -12.03%

  • 1M

    -14.43%

  • 1Y

    -66.98%

  • YTD

    -69.28%

Risk

  • Volatility

    121.16%

  • Max drawdown

    -82.7%

  • Drawdown days

    119

  • Average drawdown

    -31.37%

Risk-adjusted performance

  • Sharpe ratio

    -0.32

  • Sortino

    -0.48

  • Calmar ratio

    -0.81

  • Gain/Pain ratio

    -0.05

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    -55.29%

  • Alpha

    -0.3

  • Beta

    1.9

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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