KK_RFR_ELXUSD

Single-asset

Kaiko ELX Reference Rate

0.00165325 USD

-0.00010759 USD(-6.11%)

KK_RFR_ELXUSD price chart

Key statistics

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

Performance

  • 1W

    -6.94%
  • 1M

    -30.42%
  • 1Y

    -98.49%
  • YTD

    -61.83%

Risk

  • Volatility

    598.69%
  • Max drawdown

    -99.66%
  • Drawdown days

    180
  • Average drawdown

    -56.19%

Risk-adjusted performance

  • Sharpe ratio

    0.38
  • Sortino

    1.48
  • Calmar ratio

    -0.98
  • Gain/Pain ratio

    0.15

Benchmark comparison

  • BTC return

    -40.75%
  • Excess return

    -57.74%
  • Alpha

    2.79
  • Beta

    1.23

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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