KK_RFR_2ZUSD

Single-asset

Kaiko 2Z Reference Rate

0.0519 USD

+0.00277151 USD(+5.64%)

KK_RFR_2ZUSD price chart

Key statistics

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

Performance

  • 1W

    +8.93%

  • 1M

    -2.25%

  • 1Y

    -51.68%

  • YTD

    -56.74%

Risk

  • Volatility

    66.65%

  • Max drawdown

    -67.54%

  • Drawdown days

    37

  • Average drawdown

    -13.22%

Risk-adjusted performance

  • Sharpe ratio

    -0.76

  • Sortino

    -1.1

  • Calmar ratio

    -0.69

  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -1.67%

  • Excess return

    -50.01%

  • Alpha

    -0.55

  • Beta

    0.95

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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