KK_RFR_NTRNUSD

Single-asset

Kaiko NTRN Reference Rate

0.00498255 USD

+0.0029404 USD(+143.99%)

KK_RFR_NTRNUSD price chart

Key statistics

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

Performance

  • 1W

    +15.55%

  • 1M

    +122.68%

  • 1Y

    -95.99%

  • YTD

    -81.99%

Risk

  • Volatility

    178.31%

  • Max drawdown

    -98.73%

  • Drawdown days

    118

  • Average drawdown

    -44.18%

Risk-adjusted performance

  • Sharpe ratio

    -1.16

  • Sortino

    -2.38

  • Calmar ratio

    -0.97

  • Gain/Pain ratio

    -0.23

Benchmark comparison

  • BTC return

    -18.53%

  • Excess return

    -77.46%

  • Alpha

    -1.94

  • Beta

    1.04

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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