KK_RFR_2ZUSD

Single-asset

Kaiko 2Z Reference Rate

0.0604 USD

-0.00156406 USD(-2.52%)

KK_RFR_2ZUSD price chart

Key statistics

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

Performance

  • 1W

    -6.29%

  • 1M

    +0.46%

  • 1Y

    -43.73%

  • YTD

    -49.63%

Risk

  • Volatility

    60.72%

  • Max drawdown

    -57.5%

  • Drawdown days

    29

  • Average drawdown

    -11.79%

Risk-adjusted performance

  • Sharpe ratio

    -0.65

  • Sortino

    -0.93

  • Calmar ratio

    -0.65

  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -26.21%

  • Excess return

    -17.52%

  • Alpha

    -0.15

  • Beta

    0.94

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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