KK_RFR_FETUSD

Single-asset

Kaiko FET Reference Rate

0.1501 USD

-0.00728945 USD(-4.63%)

KK_RFR_FETUSD price chart

Key statistics

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

Performance

  • 1W

    -2.37%
  • 1M

    -12.41%
  • 1Y

    -79.42%
  • YTD

    -26.82%

Risk

  • Volatility

    104.22%
  • Max drawdown

    -80.89%
  • Drawdown days

    182
  • Average drawdown

    -47.98%

Risk-adjusted performance

  • Sharpe ratio

    -1.02
  • Sortino

    -1.57
  • Calmar ratio

    -0.98
  • Gain/Pain ratio

    -0.14

Benchmark comparison

  • BTC return

    -45.41%
  • Excess return

    -34.00%
  • Alpha

    -0.34
  • Beta

    1.39

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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