KK_RFR_GFIUSD

Single-asset

Kaiko GFI Reference Rate

0.0531 USD

+0.0214 USD(+67.42%)

KK_RFR_GFIUSD price chart

Key statistics

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

Performance

  • 1W

    +94.01%

  • 1M

    +72.31%

  • 1Y

    -89.28%

  • YTD

    -71.81%

Risk

  • Volatility

    130.23%

  • Max drawdown

    -94.88%

  • Drawdown days

    179

  • Average drawdown

    -49.65%

Risk-adjusted performance

  • Sharpe ratio

    -1.15

  • Sortino

    -2.08

  • Calmar ratio

    -0.93

  • Gain/Pain ratio

    -0.19

Benchmark comparison

  • BTC return

    -24.32%

  • Excess return

    -64.96%

  • Alpha

    -1.3

  • Beta

    1.04

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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