KK_RFR_XRPUSD

Single-asset

Kaiko XRP Reference Rate

2.08 USD

-0.0585 USD(-2.73%)

KK_RFR_XRPUSD price chart

Key statistics

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

Performance

  • 1W

    -7.52%
  • 1M

    -4.94%
  • 1Y

    -11.37%
  • YTD

    -1.95%

Risk

  • Volatility

    78.5%
  • Max drawdown

    -47.03%
  • Drawdown days

    71
  • Average drawdown

    -26.75%

Risk-adjusted performance

  • Sharpe ratio

    0.23
  • Sortino

    0.36
  • Calmar ratio

    -0.24
  • Gain/Pain ratio

    0.03

Benchmark comparison

  • BTC return

    -8.97%
  • Excess return

    -2.40%
  • Alpha

    0.2
  • Beta

    1.36

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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