KK_RFR_TRUMPUSD

Single-asset

Kaiko TRUMP Reference Rate

1.56 USD

-0.0328 USD(-2.06%)

KK_RFR_TRUMPUSD price chart

Key statistics

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

Performance

  • 1W

    -6.29%
  • 1M

    -6.49%
  • 1Y

    -83.60%
  • YTD

    -68.21%

Risk

  • Volatility

    84.93%
  • Max drawdown

    -86.62%
  • Drawdown days

    90
  • Average drawdown

    -22.8%

Risk-adjusted performance

  • Sharpe ratio

    -1.73
  • Sortino

    -2.69
  • Calmar ratio

    -0.96
  • Gain/Pain ratio

    -0.25

Benchmark comparison

  • BTC return

    -47.79%
  • Excess return

    -35.81%
  • Alpha

    -0.91
  • Beta

    0.99

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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