KK_RFR_ENJUSD

Single-asset

Kaiko ENJ Reference Rate

0.0824 USD

+0.0235 USD(+40.04%)

KK_RFR_ENJUSD price chart

Key statistics

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

Performance

  • 1W

    +214.64%
  • 1M

    +308.44%
  • 1Y

    -13.87%
  • YTD

    +186.84%

Risk

  • Volatility

    189.91%
  • Max drawdown

    -85.53%
  • Drawdown days

    90
  • Average drawdown

    -41.18%

Risk-adjusted performance

  • Sharpe ratio

    0.83
  • Sortino

    1.36
  • Calmar ratio

    -0.16
  • Gain/Pain ratio

    0.14

Benchmark comparison

  • BTC return

    -13.00%
  • Excess return

    -0.88%
  • Alpha

    1.66
  • Beta

    1.23

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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