KK_RFR_JTOUSD

Single-asset

Kaiko JTO Reference Rate

0.7951 USD

-0.00543731 USD(-0.68%)

KK_RFR_JTOUSD price chart

Key statistics

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

Performance

  • 1W

    -14.42%

  • 1M

    -12.92%

  • 1Y

    -74.61%

  • YTD

    -76.05%

Risk

  • Volatility

    107.63%

  • Max drawdown

    -81.41%

  • Drawdown days

    60

  • Average drawdown

    -20.93%

Risk-adjusted performance

  • Sharpe ratio

    -0.73

  • Sortino

    -1.03

  • Calmar ratio

    -0.92

  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    +30.09%

  • Excess return

    -104.70%

  • Alpha

    -1.32

  • Beta

    1.55

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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