KK_RFR_ZROUSD

Single-asset

Kaiko ZRO Reference Rate

2.19 USD

-0.0462 USD(-2.07%)

KK_RFR_ZROUSD price chart

Key statistics

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

Performance

  • 1W

    -0.03%

  • 1M

    +37.15%

  • 1Y

    -25.73%

  • YTD

    +75.41%

Risk

  • Volatility

    112.57%

  • Max drawdown

    -62.11%

  • Drawdown days

    181

  • Average drawdown

    -43.85%

Risk-adjusted performance

  • Sharpe ratio

    0.27

  • Sortino

    0.45

  • Calmar ratio

    -0.41

  • Gain/Pain ratio

    0.04

Benchmark comparison

  • BTC return

    -18.30%

  • Excess return

    -7.43%

  • Alpha

    0.48

  • Beta

    1.36

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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