KK_RFR_ZROUSD

Single-asset

Kaiko ZRO Reference Rate

1.07 USD

-0.064 USD(-5.62%)

KK_RFR_ZROUSD price chart

Key statistics

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

Performance

  • 1W

    +6.84%

  • 1M

    +3.62%

  • 1Y

    -46.55%

  • YTD

    -13.83%

Risk

  • Volatility

    116.8%

  • Max drawdown

    -70.94%

  • Drawdown days

    72

  • Average drawdown

    -29.9%

Risk-adjusted performance

  • Sharpe ratio

    0.02

  • Sortino

    0.03

  • Calmar ratio

    -0.65

  • Gain/Pain ratio

    0.00

Benchmark comparison

  • BTC return

    -30.02%

  • Excess return

    -16.53%

  • Alpha

    0.35

  • Beta

    1.25

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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