KK_RFR_XCNUSD

Single-asset

Kaiko XCN Reference Rate

0.00460844 USD

-0.0000100919 USD(-0.22%)

KK_RFR_XCNUSD price chart

Key statistics

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

Performance

  • 1W

    -4.50%

  • 1M

    -16.97%

  • 1Y

    +110.97%

  • YTD

    +92.32%

Risk

  • Volatility

    235.13%

  • Max drawdown

    -90.4%

  • Drawdown days

    70

  • Average drawdown

    -25.66%

Risk-adjusted performance

  • Sharpe ratio

    1.18

  • Sortino

    3.34

  • Calmar ratio

    1.23

  • Gain/Pain ratio

    0.31

Benchmark comparison

  • BTC return

    -11.69%

  • Excess return

    +122.66%

  • Alpha

    2.86

  • Beta

    2.04

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_XCNUSD in your product?

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

Related Kaiko products

KK_RFR_CCUSD

Kaiko CC Reference Rate

0.1036 USD

+28.29%
Learn more

KK_RFR_MNGOUSD

Kaiko MNGO Reference Rate

0.0206 USD

+17.78%
Learn more

KK_RFR_ACTUSD

Kaiko ACT Reference Rate

0.0435 USD

+17.35%
Learn more