KK_RFR_ETHFIUSD

Single-asset

Kaiko ETHFI Reference Rate

0.9707 USD

+0.0306 USD(+3.25%)

KK_RFR_ETHFIUSD price chart

Key statistics

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

Performance

  • 1W

    -0.67%

  • 1M

    +1.39%

  • 1Y

    -43.96%

  • YTD

    -56.52%

Risk

  • Volatility

    125.84%

  • Max drawdown

    -85.89%

  • Drawdown days

    58

  • Average drawdown

    -20.0%

Risk-adjusted performance

  • Sharpe ratio

    0.15

  • Sortino

    0.24

  • Calmar ratio

    -0.51

  • Gain/Pain ratio

    0.02

Benchmark comparison

  • BTC return

    +30.09%

  • Excess return

    -74.05%

  • Alpha

    -0.44

  • Beta

    1.83

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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