KK_RFR_ETHUSD

Single-asset

Kaiko ETH Reference Rate

2,162.13 USD

+24.19 USD(+1.13%)

KK_RFR_ETHUSD price chart

Key statistics

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

Performance

  • 1W

    -1.04%
  • 1M

    +14.09%
  • 1Y

    +7.26%
  • YTD

    -27.40%

Risk

  • Volatility

    65.08%
  • Max drawdown

    -61.66%
  • Drawdown days

    37
  • Average drawdown

    -16.19%

Risk-adjusted performance

  • Sharpe ratio

    0.43
  • Sortino

    0.63
  • Calmar ratio

    0.12
  • Gain/Pain ratio

    0.06

Benchmark comparison

  • BTC return

    -18.30%
  • Excess return

    +25.56%
  • Alpha

    0.45
  • Beta

    1.35

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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