KK_RFR_FETUSD

Single-asset

Kaiko FET Reference Rate

0.2392 USD

-0.0145 USD(-5.73%)

KK_RFR_FETUSD price chart

Key statistics

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

Performance

  • 1W

    -10.67%
  • 1M

    -8.61%
  • 1Y

    -88.75%
  • YTD

    -81.96%

Risk

  • Volatility

    114.56%
  • Max drawdown

    -89.97%
  • Drawdown days

    364
  • Average drawdown

    -89.97%

Risk-adjusted performance

  • Sharpe ratio

    -1.35
  • Sortino

    -1.98
  • Calmar ratio

    -0.99
  • Gain/Pain ratio

    -0.18

Benchmark comparison

  • BTC return

    -9.51%
  • Excess return

    -79.24%
  • Alpha

    -1.51
  • Beta

    1.7

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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