KK_RFR_JASMYUSD

Single-asset

Kaiko JASMY Reference Rate

0.0101 USD

+0.00040794 USD(+4.20%)

KK_RFR_JASMYUSD price chart

Key statistics

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

Performance

  • 1W

    +2.35%
  • 1M

    -0.66%
  • 1Y

    -55.63%
  • YTD

    -69.29%

Risk

  • Volatility

    114.08%
  • Max drawdown

    -83.23%
  • Drawdown days

    88
  • Average drawdown

    -27.43%

Risk-adjusted performance

  • Sharpe ratio

    -0.16
  • Sortino

    -0.26
  • Calmar ratio

    -0.67
  • Gain/Pain ratio

    -0.02

Benchmark comparison

  • BTC return

    +30.09%
  • Excess return

    -85.72%
  • Alpha

    -0.79
  • Beta

    1.75

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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