KK_RFR_JASMYUSD

Single-asset

Kaiko JASMY Reference Rate

0.00572732 USD

+0.000022425 USD(+0.39%)

KK_RFR_JASMYUSD price chart

Key statistics

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

Performance

  • 1W

    +5.52%
  • 1M

    +6.00%
  • 1Y

    -57.93%
  • YTD

    -0.75%

Risk

  • Volatility

    100.47%
  • Max drawdown

    -74.06%
  • Drawdown days

    59
  • Average drawdown

    -24.95%

Risk-adjusted performance

  • Sharpe ratio

    -0.38
  • Sortino

    -0.62
  • Calmar ratio

    -0.78
  • Gain/Pain ratio

    -0.05

Benchmark comparison

  • BTC return

    -14.21%
  • Excess return

    -43.72%
  • Alpha

    -0.27
  • Beta

    1.54

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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