KK_RFR_JTOUSD

Single-asset

Kaiko JTO Reference Rate

0.4597 USD

+0.00236838 USD(+0.52%)

KK_RFR_JTOUSD price chart

Key statistics

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

Performance

  • 1W

    -2.75%

  • 1M

    -14.03%

  • 1Y

    -57.74%

  • YTD

    +17.84%

Risk

  • Volatility

    129.45%

  • Max drawdown

    -79.95%

  • Drawdown days

    362

  • Average drawdown

    -79.95%

Risk-adjusted performance

  • Sharpe ratio

    -0.06

  • Sortino

    -0.09

  • Calmar ratio

    -0.72

  • Gain/Pain ratio

    -0.01

Benchmark comparison

  • BTC return

    -25.87%

  • Excess return

    -31.87%

  • Alpha

    0.2

  • Beta

    1.29

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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