KK_RFR_XRPUSD

Single-asset

Kaiko XRP Reference Rate

1.41 USD

+0.00232618 USD(+0.17%)

KK_RFR_XRPUSD price chart

Key statistics

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

Performance

  • 1W

    -2.62%

  • 1M

    +6.17%

  • 1Y

    -41.64%

  • YTD

    -24.24%

Risk

  • Volatility

    67.54%

  • Max drawdown

    -64.15%

  • Drawdown days

    71

  • Average drawdown

    -24.32%

Risk-adjusted performance

  • Sharpe ratio

    -0.46

  • Sortino

    -0.66

  • Calmar ratio

    -0.65

  • Gain/Pain ratio

    -0.06

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    -23.33%

  • Alpha

    -0.16

  • Beta

    1.26

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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