KK_RFR_2ZUSD

Single-asset

Kaiko 2Z Reference Rate

0.0557 USD

-0.00022712 USD(-0.41%)

KK_RFR_2ZUSD price chart

Key statistics

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

Performance

  • 1W

    -0.43%

  • 1M

    -0.79%

  • 1Y

    -48.17%

  • YTD

    -53.60%

Risk

  • Volatility

    61.05%

  • Max drawdown

    -61.31%

  • Drawdown days

    31

  • Average drawdown

    -12.33%

Risk-adjusted performance

  • Sharpe ratio

    -0.77

  • Sortino

    -1.11

  • Calmar ratio

    -0.69

  • Gain/Pain ratio

    -0.14

Benchmark comparison

  • BTC return

    -25.59%

  • Excess return

    -22.58%

  • Alpha

    -0.25

  • Beta

    0.93

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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