KK_RFR_JTOUSD

Single-asset

Kaiko JTO Reference Rate

0.3327 USD

+0.0169 USD(+5.34%)

KK_RFR_JTOUSD price chart

Key statistics

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

Performance

  • 1W

    +15.46%

  • 1M

    +28.61%

  • 1Y

    -86.25%

  • YTD

    -14.72%

Risk

  • Volatility

    109.8%

  • Max drawdown

    -90.41%

  • Drawdown days

    364

  • Average drawdown

    -90.41%

Risk-adjusted performance

  • Sharpe ratio

    -1.26

  • Sortino

    -1.8

  • Calmar ratio

    -0.95

  • Gain/Pain ratio

    -0.17

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    -67.95%

  • Alpha

    -1.19

  • Beta

    1.58

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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