KK_RFR_TRUMPUSD

Single-asset

Kaiko TRUMP Reference Rate

2.62 USD

+0.4441 USD(+20.46%)

KK_RFR_TRUMPUSD price chart

Key statistics

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

Performance

  • 1W

    +57.26%
  • 1M

    +82.01%
  • 1Y

    -69.52%
  • YTD

    -46.59%

Risk

  • Volatility

    93.11%
  • Max drawdown

    -84.98%
  • Drawdown days

    90
  • Average drawdown

    -22.7%

Risk-adjusted performance

  • Sharpe ratio

    -0.84
  • Sortino

    -1.44
  • Calmar ratio

    -0.82
  • Gain/Pain ratio

    -0.14

Benchmark comparison

  • BTC return

    -28.65%
  • Excess return

    -40.87%
  • Alpha

    -0.53
  • Beta

    1.03

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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