KK_RFR_FILUSD

Single-asset

Kaiko FIL Reference Rate

0.7225 USD

-0.0237 USD(-3.18%)

KK_RFR_FILUSD price chart

Key statistics

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

Performance

  • 1W

    -0.39%

  • 1M

    +0.98%

  • 1Y

    -73.10%

  • YTD

    -45.05%

Risk

  • Volatility

    112.71%

  • Max drawdown

    -75.94%

  • Drawdown days

    121

  • Average drawdown

    -46.63%

Risk-adjusted performance

  • Sharpe ratio

    -0.67

  • Sortino

    -1.17

  • Calmar ratio

    -0.96

  • Gain/Pain ratio

    -0.11

Benchmark comparison

  • BTC return

    -45.41%

  • Excess return

    -27.69%

  • Alpha

    -0.1

  • Beta

    1.26

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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