KK_RFR_FETUSD

Single-asset

Kaiko FET Reference Rate

0.2036 USD

+0.0321 USD(+18.71%)

KK_RFR_FETUSD price chart

Key statistics

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

Performance

  • 1W

    +20.08%
  • 1M

    +35.29%
  • 1Y

    -65.36%
  • YTD

    -0.77%

Risk

  • Volatility

    109.6%
  • Max drawdown

    -79.71%
  • Drawdown days

    180
  • Average drawdown

    -43.57%

Risk-adjusted performance

  • Sharpe ratio

    -0.45
  • Sortino

    -0.72
  • Calmar ratio

    -0.82
  • Gain/Pain ratio

    -0.07

Benchmark comparison

  • BTC return

    -23.89%
  • Excess return

    -41.48%
  • Alpha

    -0.23
  • Beta

    1.44

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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