KK_RFR_FETUSD

Single-asset

Kaiko FET Reference Rate

0.1382 USD

+0.00270855 USD(+2.00%)

KK_RFR_FETUSD price chart

Key statistics

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

Performance

  • 1W

    -2.07%
  • 1M

    -2.30%
  • 1Y

    -80.67%
  • YTD

    -32.64%

Risk

  • Volatility

    104.29%
  • Max drawdown

    -81.73%
  • Drawdown days

    182
  • Average drawdown

    -41.64%

Risk-adjusted performance

  • Sharpe ratio

    -1.08
  • Sortino

    -1.65
  • Calmar ratio

    -0.98
  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -44.34%
  • Excess return

    -36.33%
  • Alpha

    -0.44
  • Beta

    1.38

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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