KK_RFR_ETHUSD

Single-asset

Kaiko ETH Reference Rate

1,777.83 USD

-43.42 USD(-2.38%)

KK_RFR_ETHUSD price chart

Key statistics

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

Performance

  • 1W

    +0.41%

  • 1M

    +13.57%

  • 1Y

    -41.11%

  • YTD

    -40.30%

Risk

  • Volatility

    59.97%

  • Max drawdown

    -67.6%

  • Drawdown days

    116

  • Average drawdown

    -28.91%

Risk-adjusted performance

  • Sharpe ratio

    -0.58

  • Sortino

    -0.81

  • Calmar ratio

    -0.61

  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -47.79%

  • Excess return

    +6.68%

  • Alpha

    0.34

  • Beta

    1.23

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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