KK_RFR_EULUSD

Single-asset

Kaiko EUL Reference Rate

1.47 USD

+0.4436 USD(+43.38%)

KK_RFR_EULUSD price chart

Key statistics

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

Performance

  • 1W

    +53.59%

  • 1M

    +49.47%

  • 1Y

    -88.53%

  • YTD

    -51.24%

Risk

  • Volatility

    109.5%

  • Max drawdown

    -94.41%

  • Drawdown days

    361

  • Average drawdown

    -94.41%

Risk-adjusted performance

  • Sharpe ratio

    -1.44

  • Sortino

    -2.12

  • Calmar ratio

    -0.93

  • Gain/Pain ratio

    -0.20

Benchmark comparison

  • BTC return

    -45.75%

  • Excess return

    -42.79%

  • Alpha

    -1.0

  • Beta

    1.1

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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