KK_RFR_XRPUSD

Single-asset

Kaiko XRP Reference Rate

1.07 USD

-0.0268 USD(-2.44%)

KK_RFR_XRPUSD price chart

Key statistics

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

Performance

  • 1W

    -5.18%
  • 1M

    +3.96%
  • 1Y

    -63.77%
  • YTD

    -42.13%

Risk

  • Volatility

    61.1%
  • Max drawdown

    -71.53%
  • Drawdown days

    179
  • Average drawdown

    -37.17%

Risk-adjusted performance

  • Sharpe ratio

    -1.35
  • Sortino

    -1.85
  • Calmar ratio

    -0.89
  • Gain/Pain ratio

    -0.17

Benchmark comparison

  • BTC return

    -47.79%
  • Excess return

    -15.98%
  • Alpha

    -0.19
  • Beta

    1.14

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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