KK_RFR_FLRUSD

Single-asset

Kaiko FLR Reference Rate

0.00869789 USD

-0.0000649314 USD(-0.74%)

KK_RFR_FLRUSD price chart

Key statistics

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

Performance

  • 1W

    -2.58%
  • 1M

    -4.71%
  • 1Y

    -42.13%
  • YTD

    -17.15%

Risk

  • Volatility

    74.8%
  • Max drawdown

    -67.23%
  • Drawdown days

    35
  • Average drawdown

    -16.67%

Risk-adjusted performance

  • Sharpe ratio

    -0.37
  • Sortino

    -0.59
  • Calmar ratio

    -0.63
  • Gain/Pain ratio

    -0.05

Benchmark comparison

  • BTC return

    -14.21%
  • Excess return

    -27.92%
  • Alpha

    -0.2
  • Beta

    1.01

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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