KK_RFR_ZROUSD

Single-asset

Kaiko ZRO Reference Rate

1.75 USD

+0.126 USD(+7.78%)

KK_RFR_ZROUSD price chart

Key statistics

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

Performance

  • 1W

    +0.47%

  • 1M

    +3.87%

  • 1Y

    -36.55%

  • YTD

    +39.97%

Risk

  • Volatility

    109.3%

  • Max drawdown

    -66.14%

  • Drawdown days

    119

  • Average drawdown

    -37.92%

Risk-adjusted performance

  • Sharpe ratio

    0.12

  • Sortino

    0.18

  • Calmar ratio

    -0.55

  • Gain/Pain ratio

    0.02

Benchmark comparison

  • BTC return

    -26.34%

  • Excess return

    -10.22%

  • Alpha

    0.44

  • Beta

    1.41

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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