KK_RFR_HFTUSD

Single-asset

Kaiko HFT Reference Rate

0.0121 USD

-0.00205081 USD(-14.45%)

KK_RFR_HFTUSD price chart

Key statistics

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

Performance

  • 1W

    +39.79%

  • 1M

    +43.75%

  • 1Y

    -88.23%

  • YTD

    -53.41%

Risk

  • Volatility

    154.62%

  • Max drawdown

    -92.48%

  • Drawdown days

    363

  • Average drawdown

    -92.48%

Risk-adjusted performance

  • Sharpe ratio

    -0.67

  • Sortino

    -1.12

  • Calmar ratio

    -0.95

  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -44.34%

  • Excess return

    -43.89%

  • Alpha

    -0.6

  • Beta

    0.86

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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