KK_RFR_SRMUSD

Single-asset

Kaiko SRM Reference Rate

0.0107 USD

-0.00040468 USD(-3.65%)

KK_RFR_SRMUSD price chart

Key statistics

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

Performance

  • 1W

    +33.32%

  • 1M

    -22.55%

  • 1Y

    -61.78%

  • YTD

    -22.55%

Risk

  • Volatility

    253.84%

  • Max drawdown

    -88.4%

  • Drawdown days

    358

  • Average drawdown

    -88.4%

Risk-adjusted performance

  • Sharpe ratio

    0.55

  • Sortino

    1.35

  • Calmar ratio

    -0.63

  • Gain/Pain ratio

    0.15

Benchmark comparison

  • BTC return

    -0.70%

  • Excess return

    -61.09%

  • Alpha

    1.33

  • Beta

    0.93

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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