KK_RFR_FISUSD

Single-asset

Kaiko FIS Reference Rate

0.00622757 USD

+0.00048757 USD(+8.49%)

KK_RFR_FISUSD price chart

Key statistics

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

Performance

  • 1W

    -37.66%

  • 1M

    -36.06%

  • 1Y

    -93.71%

  • YTD

    -64.21%

Risk

  • Volatility

    131.25%

  • Max drawdown

    -95.81%

  • Drawdown days

    180

  • Average drawdown

    -55.46%

Risk-adjusted performance

  • Sharpe ratio

    -1.49

  • Sortino

    -2.28

  • Calmar ratio

    -0.94

  • Gain/Pain ratio

    -0.24

Benchmark comparison

  • BTC return

    -47.79%

  • Excess return

    -45.92%

  • Alpha

    -1.7

  • Beta

    0.45

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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KK_RFR_FISUSD

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0.00622757 USD

+8.49%
Learn more