KK_RFR_SRMUSD

Single-asset

Kaiko SRM Reference Rate

0.0071163 USD

+0.0017163 USD(+31.78%)

KK_RFR_SRMUSD price chart

Key statistics

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

Performance

  • 1W

    +39.16%

  • 1M

    +60.28%

  • 1Y

    -57.36%

  • YTD

    -48.36%

Risk

  • Volatility

    259.05%

  • Max drawdown

    -81.43%

  • Drawdown days

    120

  • Average drawdown

    -41.77%

Risk-adjusted performance

  • Sharpe ratio

    0.62

  • Sortino

    1.55

  • Calmar ratio

    -0.63

  • Gain/Pain ratio

    0.18

Benchmark comparison

  • BTC return

    -19.33%

  • Excess return

    -38.02%

  • Alpha

    1.69

  • Beta

    0.69

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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