KK_RFR_ZECUSD

Single-asset

Kaiko ZEC Reference Rate

504.78 USD

-5.84 USD(-1.14%)

KK_RFR_ZECUSD price chart

Key statistics

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

Performance

  • 1W

    +7.37%
  • 1M

    +10.90%
  • 1Y

    +1,183.44%
  • YTD

    -0.07%

Risk

  • Volatility

    159.17%
  • Max drawdown

    -72.63%
  • Drawdown days

    24
  • Average drawdown

    -16.77%

Risk-adjusted performance

  • Sharpe ratio

    2.38
  • Sortino

    4.22
  • Calmar ratio

    16.17
  • Gain/Pain ratio

    0.44

Benchmark comparison

  • BTC return

    -44.34%
  • Excess return

    +1,227.78%
  • Alpha

    4.55
  • Beta

    1.53

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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