KK_RFR_ELXUSD

Single-asset

Kaiko ELX Reference Rate

0.001298 USD

+0.0000317391 USD(+2.51%)

KK_RFR_ELXUSD price chart

Key statistics

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

Performance

  • 1W

    -8.78%
  • 1M

    -34.59%
  • 1Y

    -99.47%
  • YTD

    -70.03%

Risk

  • Volatility

    595.52%
  • Max drawdown

    -99.62%
  • Drawdown days

    364
  • Average drawdown

    -99.62%

Risk-adjusted performance

  • Sharpe ratio

    0.18
  • Sortino

    0.7
  • Calmar ratio

    -1.0
  • Gain/Pain ratio

    0.07

Benchmark comparison

  • BTC return

    -44.67%
  • Excess return

    -54.80%
  • Alpha

    1.64
  • Beta

    1.12

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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