KK_RFR_TRUMPUSD

Single-asset

Kaiko TRUMP Reference Rate

3.42 USD

-0.0192 USD(-0.56%)

KK_RFR_TRUMPUSD price chart

Key statistics

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

Performance

  • 1W

    +2.47%
  • 1M

    -21.44%
  • 1Y

    -80.51%
  • YTD

    -30.14%

Risk

  • Volatility

    91.02%
  • Max drawdown

    -82.2%
  • Drawdown days

    364
  • Average drawdown

    -82.2%

Risk-adjusted performance

  • Sharpe ratio

    -1.35
  • Sortino

    -2.01
  • Calmar ratio

    -0.98
  • Gain/Pain ratio

    -0.19

Benchmark comparison

  • BTC return

    -29.41%
  • Excess return

    -51.10%
  • Alpha

    -0.89
  • Beta

    1.28

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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