KK_RFR_ETHUSD

Single-asset

Kaiko ETH Reference Rate

2,919.10 USD

-3.36 USD(-0.11%)

KK_RFR_ETHUSD price chart

Key statistics

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

Performance

  • 1W

    -1.50%

  • 1M

    -3.66%

  • 1Y

    -15.88%

  • YTD

    -14.49%

Risk

  • Volatility

    65.73%

  • Max drawdown

    -59.78%

  • Drawdown days

    70

  • Average drawdown

    -25.38%

Risk-adjusted performance

  • Sharpe ratio

    0.07

  • Sortino

    0.09

  • Calmar ratio

    -0.27

  • Gain/Pain ratio

    0.01

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    -4.19%

  • Alpha

    0.1

  • Beta

    1.29

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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