KK_RFR_XNOUSD

Single-asset

Kaiko XNO Reference Rate

0.4597 USD

+0.0274 USD(+6.35%)

KK_RFR_XNOUSD price chart

Key statistics

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

Performance

  • 1W

    +5.60%

  • 1M

    +6.39%

  • 1Y

    -40.43%

  • YTD

    -32.83%

Risk

  • Volatility

    87.23%

  • Max drawdown

    -73.82%

  • Drawdown days

    38

  • Average drawdown

    -17.36%

Risk-adjusted performance

  • Sharpe ratio

    -0.16

  • Sortino

    -0.24

  • Calmar ratio

    -0.55

  • Gain/Pain ratio

    -0.03

Benchmark comparison

  • BTC return

    -10.95%

  • Excess return

    -29.49%

  • Alpha

    -0.1

  • Beta

    1.09

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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