KK_RFR_XTZUSD

Single-asset

Kaiko XTZ Reference Rate

0.4158 USD

-0.00600216 USD(-1.42%)

KK_RFR_XTZUSD price chart

Key statistics

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

Performance

  • 1W

    -9.29%
  • 1M

    -12.15%
  • 1Y

    -53.50%
  • YTD

    -18.19%

Risk

  • Volatility

    80.45%
  • Max drawdown

    -63.5%
  • Drawdown days

    90
  • Average drawdown

    -28.4%

Risk-adjusted performance

  • Sharpe ratio

    -0.57
  • Sortino

    -0.9
  • Calmar ratio

    -0.84
  • Gain/Pain ratio

    -0.08

Benchmark comparison

  • BTC return

    -26.34%
  • Excess return

    -27.16%
  • Alpha

    -0.22
  • Beta

    1.07

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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