KK_RFR_ZROUSD

Single-asset

Kaiko ZRO Reference Rate

$2.21

+$0.2692(+13.91%)

KK_RFR_ZROUSD price chart

Key statistics

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

Performance

  • 1W

    +15.86%

  • 1M

    +15.15%

  • 1Y

    -51.18%

  • YTD

    -57.61%

Risk

  • Volatility

    114.05%

  • Max drawdown

    -78.65%

  • Drawdown days

    120

  • Average drawdown

    -42.58%

Risk-adjusted performance

  • Sharpe ratio

    -0.08

  • Sortino

    -0.12

  • Calmar ratio

    -0.65

  • Gain/Pain ratio

    -0.01

Benchmark comparison

  • BTC return

    +78.66%

  • Excess return

    -129.84%

  • Alpha

    -1.09

  • Beta

    1.51

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_ZROUSD in your product?

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

Related Kaiko products

KK_RFR_ZROUSD

Kaiko ZRO Reference Rate

$2.21

+13.91%
Learn more

KK_RFR_DRIFTUSD

Kaiko DRIFT Reference Rate

$0.8323

+12.19%
Learn more

KK_RFR_FLRUSD

Kaiko FLR Reference Rate

$0.0265

+11.58%
Learn more