KK_RFR_FETUSD

Single-asset

Kaiko FET Reference Rate

0.1436 USD

-0.00616764 USD(-4.12%)

KK_RFR_FETUSD price chart

Key statistics

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

Performance

  • 1W

    -1.96%
  • 1M

    -10.36%
  • 1Y

    -51.25%
  • YTD

    -28.72%

Risk

  • Volatility

    94.14%
  • Max drawdown

    -62.74%
  • Drawdown days

    182
  • Average drawdown

    -35.46%

Risk-adjusted performance

  • Sharpe ratio

    -0.3
  • Sortino

    -0.44
  • Calmar ratio

    -0.81
  • Gain/Pain ratio

    -0.04

Benchmark comparison

  • BTC return

    -32.10%
  • Excess return

    -19.15%
  • Alpha

    0.14
  • Beta

    1.44

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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