KK_BRR_JTOUSD

Single-asset

Kaiko JTO Benchmark Reference Rate

0.5284 USD

+0.0631 USD(+13.55%)

KK_BRR_JTOUSD price chart

Key statistics

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

Performance

  • 1W

    +1.88%

  • 1M

    +90.31%

  • 1Y

    -74.93%

  • YTD

    +35.35%

Risk

  • Volatility

    115.41%

  • Max drawdown

    -90.31%

  • Drawdown days

    168

  • Average drawdown

    -48.98%

Risk-adjusted performance

  • Sharpe ratio

    -0.66

  • Sortino

    -1.04

  • Calmar ratio

    -0.76

  • Gain/Pain ratio

    -0.11

Benchmark comparison

  • BTC return

    -29.96%

  • Excess return

    -44.97%

  • Alpha

    -0.24

  • Beta

    1.8

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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