KK_RFR_ETHUSD

Single-asset

Kaiko ETH Reference Rate

1,629.87 USD

+71.72 USD(+4.60%)

KK_RFR_ETHUSD price chart

Key statistics

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

Performance

  • 1W

    -18.89%
  • 1M

    -18.89%
  • 1Y

    -35.23%
  • YTD

    -45.27%

Risk

  • Volatility

    61.64%
  • Max drawdown

    -67.6%
  • Drawdown days

    68
  • Average drawdown

    -22.46%

Risk-adjusted performance

  • Sharpe ratio

    -0.4
  • Sortino

    -0.55
  • Calmar ratio

    -0.52
  • Gain/Pain ratio

    -0.05

Benchmark comparison

  • BTC return

    -41.48%
  • Excess return

    +6.26%
  • Alpha

    0.34
  • Beta

    1.28

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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