KK_RFR_XRTUSD

Single-asset

Kaiko XRT Reference Rate

0.6047 USD

+0.0847 USD(+16.28%)

KK_RFR_XRTUSD price chart

Key statistics

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

Performance

  • 1W

    +10.45%
  • 1M

    -14.96%
  • 1Y

    -75.72%
  • YTD

    -40.00%

Risk

  • Volatility

    112.5%
  • Max drawdown

    -84.6%
  • Drawdown days

    118
  • Average drawdown

    -39.87%

Risk-adjusted performance

  • Sharpe ratio

    -0.7
  • Sortino

    -1.05
  • Calmar ratio

    -0.68
  • Gain/Pain ratio

    -0.13

Benchmark comparison

  • BTC return

    -14.04%
  • Excess return

    -61.68%
  • Alpha

    -0.77
  • Beta

    0.43

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_XRTUSD in your product?

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

Related Kaiko products

KK_RFR_GUNUSD

Kaiko GUN Reference Rate

0.0244 USD

+59.21%
Learn more

KK_RFR_SUPERUSD

Kaiko SUPER Reference Rate

0.1379 USD

+17.95%
Learn more

KK_RFR_XRTUSD

Kaiko XRT Reference Rate

0.6047 USD

+16.28%
Learn more