KK_RFR_ZROUSD

Single-asset

Kaiko ZRO Reference Rate

0.943 USD

+0.0951 USD(+11.22%)

KK_RFR_ZROUSD price chart

Key statistics

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

Performance

  • 1W

    +21.19%

  • 1M

    +14.95%

  • 1Y

    -51.27%

  • YTD

    -24.40%

Risk

  • Volatility

    111.14%

  • Max drawdown

    -69.59%

  • Drawdown days

    90

  • Average drawdown

    -39.24%

Risk-adjusted performance

  • Sharpe ratio

    -0.12

  • Sortino

    -0.19

  • Calmar ratio

    -0.73

  • Gain/Pain ratio

    -0.02

Benchmark comparison

  • BTC return

    -45.41%

  • Excess return

    -5.85%

  • Alpha

    0.49

  • Beta

    1.2

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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