KK_RFR_FLRUSD

Single-asset

Kaiko FLR Reference Rate

0.00622213 USD

-0.0000893727 USD(-1.42%)

KK_RFR_FLRUSD price chart

Key statistics

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

Performance

  • 1W

    -5.91%
  • 1M

    -16.18%
  • 1Y

    -63.98%
  • YTD

    -40.73%

Risk

  • Volatility

    57.35%
  • Max drawdown

    -66.55%
  • Drawdown days

    362
  • Average drawdown

    -66.55%

Risk-adjusted performance

  • Sharpe ratio

    -1.5
  • Sortino

    -2.16
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.20

Benchmark comparison

  • BTC return

    -25.87%
  • Excess return

    -38.10%
  • Alpha

    -0.67
  • Beta

    0.9

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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