KK_RFR_JTOUSD

Single-asset

Kaiko JTO Reference Rate

0.3527 USD

+0.00468929 USD(+1.35%)

KK_RFR_JTOUSD price chart

Key statistics

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

Performance

  • 1W

    -1.69%

  • 1M

    -25.53%

  • 1Y

    -89.07%

  • YTD

    -89.38%

Risk

  • Volatility

    103.75%

  • Max drawdown

    -90.24%

  • Drawdown days

    90

  • Average drawdown

    -30.89%

Risk-adjusted performance

  • Sharpe ratio

    -1.6

  • Sortino

    -2.14

  • Calmar ratio

    -0.99

  • Gain/Pain ratio

    -0.20

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    -77.38%

  • Alpha

    -1.59

  • Beta

    1.63

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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