KK_RFR_FILUSD

Single-asset

Kaiko FIL Reference Rate

1.28 USD

-0.0226 USD(-1.74%)

KK_RFR_FILUSD price chart

Key statistics

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

Performance

  • 1W

    -1.15%
  • 1M

    -20.40%
  • 1Y

    -75.91%
  • YTD

    -74.78%

Risk

  • Volatility

    111.25%
  • Max drawdown

    -79.38%
  • Drawdown days

    121
  • Average drawdown

    -29.66%

Risk-adjusted performance

  • Sharpe ratio

    -0.79
  • Sortino

    -1.32
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -11.69%
  • Excess return

    -64.22%
  • Alpha

    -0.82
  • Beta

    1.32

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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