KK_RFR_FETUSD

Single-asset

Kaiko FET Reference Rate

0.2082 USD

+0.00167309 USD(+0.81%)

KK_RFR_FETUSD price chart

Key statistics

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

Performance

  • 1W

    -4.09%
  • 1M

    -19.16%
  • 1Y

    -84.59%
  • YTD

    -84.04%

Risk

  • Volatility

    112.22%
  • Max drawdown

    -87.58%
  • Drawdown days

    120
  • Average drawdown

    -31.89%

Risk-adjusted performance

  • Sharpe ratio

    -1.13
  • Sortino

    -1.68
  • Calmar ratio

    -0.97
  • Gain/Pain ratio

    -0.15

Benchmark comparison

  • BTC return

    -11.69%
  • Excess return

    -72.90%
  • Alpha

    -1.19
  • Beta

    1.67

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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