KK_RFR_ZEUSUSD

Single-asset

Kaiko ZEUS Reference Rate

0.0027786 USD

+0.0005976 USD(+27.40%)

KK_RFR_ZEUSUSD price chart

Key statistics

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

Performance

  • 1W

    +42.28%
  • 1M

    +45.48%
  • 1Y

    -98.46%
  • YTD

    -83.94%

Risk

  • Volatility

    227.02%
  • Max drawdown

    -99.11%
  • Drawdown days

    180
  • Average drawdown

    -56.42%

Risk-adjusted performance

  • Sharpe ratio

    -0.98
  • Sortino

    -2.13
  • Calmar ratio

    -0.99
  • Gain/Pain ratio

    -0.20

Benchmark comparison

  • BTC return

    -43.64%
  • Excess return

    -54.82%
  • Alpha

    -1.61
  • Beta

    1.28

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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KK_RFR_ZEUSUSD

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+27.40%
Learn more