KK_RFR_ELXUSD

Single-asset

Kaiko ELX Reference Rate

0.00049184 USD

+0.00019433 USD(+65.32%)

KK_RFR_ELXUSD price chart

Key statistics

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

Performance

  • 1W

    +29.09%
  • 1M

    -58.74%
  • 1Y

    -99.48%
  • YTD

    -88.64%

Risk

  • Volatility

    610.45%
  • Max drawdown

    -99.79%
  • Drawdown days

    180
  • Average drawdown

    -50.29%

Risk-adjusted performance

  • Sharpe ratio

    0.33
  • Sortino

    1.16
  • Calmar ratio

    -1.0
  • Gain/Pain ratio

    0.12

Benchmark comparison

  • BTC return

    -22.06%
  • Excess return

    -77.42%
  • Alpha

    2.15
  • Beta

    0.83

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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