KK_RFR_OXTUSD

Single-asset

Kaiko OXT Reference Rate

0.0146 USD

+0.00167375 USD(+12.95%)

KK_RFR_OXTUSD price chart

Key statistics

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

Performance

  • 1W

    -13.33%
  • 1M

    +270.43%
  • 1Y

    -76.10%
  • YTD

    -36.11%

Risk

  • Volatility

    342.37%
  • Max drawdown

    -94.01%
  • Drawdown days

    364
  • Average drawdown

    -94.01%

Risk-adjusted performance

  • Sharpe ratio

    0.28
  • Sortino

    1.25
  • Calmar ratio

    -0.79
  • Gain/Pain ratio

    0.14

Benchmark comparison

  • BTC return

    -45.75%
  • Excess return

    -30.36%
  • Alpha

    1.22
  • Beta

    0.47

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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