KK_RFR_FIDAUSD

Single-asset

Kaiko FIDA Reference Rate

0.0223 USD

-0.00100229 USD(-4.31%)

KK_RFR_FIDAUSD price chart

Key statistics

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

Performance

  • 1W

    -3.53%
  • 1M

    -8.36%
  • 1Y

    -62.82%
  • YTD

    -39.32%

Risk

  • Volatility

    158.81%
  • Max drawdown

    -89.78%
  • Drawdown days

    50
  • Average drawdown

    -17.71%

Risk-adjusted performance

  • Sharpe ratio

    0.06
  • Sortino

    0.11
  • Calmar ratio

    -0.62
  • Gain/Pain ratio

    0.01

Benchmark comparison

  • BTC return

    -38.16%
  • Excess return

    -24.66%
  • Alpha

    0.54
  • Beta

    1.15

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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