KK_RFR_2ZUSD

Single-asset

Kaiko 2Z Reference Rate

0.0902 USD

+0.00195472 USD(+2.21%)

KK_RFR_2ZUSD price chart

Key statistics

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

Performance

  • 1W

    -21.91%

  • 1M

    +6.43%

  • 1Y

    -16.01%

  • YTD

    -24.81%

Risk

  • Volatility

    51.33%

  • Max drawdown

    -52.74%

  • Drawdown days

    21

  • Average drawdown

    -11.11%

Risk-adjusted performance

  • Sharpe ratio

    -0.09

  • Sortino

    -0.13

  • Calmar ratio

    -0.23

  • Gain/Pain ratio

    -0.02

Benchmark comparison

  • BTC return

    -15.65%

  • Excess return

    -0.37%

  • Alpha

    0.07

  • Beta

    0.89

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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