KK_RFR_FILUSD

Single-asset

Kaiko FIL Reference Rate

0.8853 USD

+0.0176 USD(+2.03%)

KK_RFR_FILUSD price chart

Key statistics

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

Performance

  • 1W

    -5.27%

  • 1M

    -6.40%

  • 1Y

    -68.92%

  • YTD

    -32.66%

Risk

  • Volatility

    110.66%

  • Max drawdown

    -72.62%

  • Drawdown days

    90

  • Average drawdown

    -26.54%

Risk-adjusted performance

  • Sharpe ratio

    -0.57

  • Sortino

    -1.03

  • Calmar ratio

    -0.95

  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    -14.21%

  • Excess return

    -54.71%

  • Alpha

    -0.54

  • Beta

    1.3

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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