KK_RFR_JTOUSD

Single-asset

Kaiko JTO Reference Rate

0.2805 USD

-0.00877353 USD(-3.03%)

KK_RFR_JTOUSD price chart

Key statistics

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

Performance

  • 1W

    +10.36%

  • 1M

    +8.43%

  • 1Y

    -86.90%

  • YTD

    -28.11%

Risk

  • Volatility

    108.79%

  • Max drawdown

    -90.41%

  • Drawdown days

    120

  • Average drawdown

    -32.06%

Risk-adjusted performance

  • Sharpe ratio

    -1.33

  • Sortino

    -1.88

  • Calmar ratio

    -0.96

  • Gain/Pain ratio

    -0.18

Benchmark comparison

  • BTC return

    -14.21%

  • Excess return

    -72.69%

  • Alpha

    -1.33

  • Beta

    1.56

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_JTOUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_ACAUSD

Kaiko ACA Reference Rate

0.00120091 USD

+103.54%
Learn more

KK_RFR_BITUSD

Kaiko BIT Reference Rate

0.7658 USD

+19.43%
Learn more

KK_RFR_TAOUSD

Kaiko TAO Reference Rate

277.69 USD

+18.49%
Learn more