KK_RFR_JTOUSD

Single-asset

Kaiko JTO Reference Rate

0.5709 USD

+0.00846315 USD(+1.50%)

KK_RFR_JTOUSD price chart

Key statistics

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

Performance

  • 1W

    +2.71%

  • 1M

    +6.76%

  • 1Y

    -65.82%

  • YTD

    +46.34%

Risk

  • Volatility

    130.98%

  • Max drawdown

    -86.11%

  • Drawdown days

    364

  • Average drawdown

    -86.11%

Risk-adjusted performance

  • Sharpe ratio

    -0.2

  • Sortino

    -0.31

  • Calmar ratio

    -0.76

  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    -31.91%

  • Excess return

    -33.91%

  • Alpha

    0.13

  • Beta

    1.34

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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