KK_RFR_ETHFIUSD

Single-asset

Kaiko ETHFI Reference Rate

0.4118 USD

-0.00661667 USD(-1.58%)

KK_RFR_ETHFIUSD price chart

Key statistics

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

Performance

  • 1W

    -8.33%

  • 1M

    +27.82%

  • 1Y

    -66.11%

  • YTD

    -41.06%

Risk

  • Volatility

    92.04%

  • Max drawdown

    -84.96%

  • Drawdown days

    35

  • Average drawdown

    -14.89%

Risk-adjusted performance

  • Sharpe ratio

    -0.71

  • Sortino

    -0.97

  • Calmar ratio

    -0.77

  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    -45.41%

  • Excess return

    -20.70%

  • Alpha

    0.11

  • Beta

    1.47

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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