KK_RFR_SRMUSD

Single-asset

Kaiko SRM Reference Rate

0.0057 USD

-0.00004 USD(-0.70%)

KK_RFR_SRMUSD price chart

Key statistics

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

Performance

  • 1W

    -9.36%

  • 1M

    -20.00%

  • 1Y

    -65.23%

  • YTD

    -57.11%

Risk

  • Volatility

    260.75%

  • Max drawdown

    -81.43%

  • Drawdown days

    182

  • Average drawdown

    -53.66%

Risk-adjusted performance

  • Sharpe ratio

    0.55

  • Sortino

    1.35

  • Calmar ratio

    -0.74

  • Gain/Pain ratio

    0.15

Benchmark comparison

  • BTC return

    -39.88%

  • Excess return

    -25.35%

  • Alpha

    1.73

  • Beta

    0.66

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_SRMUSD in your product?

We're trusted by top exchanges, structured product issuers, and asset managers for their indexing needs.

Related Kaiko products

KK_RFR_ELXUSD

Kaiko ELX Reference Rate

0.00217279 USD

+67.48%
Learn more

KK_RFR_FIDAUSD

Kaiko FIDA Reference Rate

0.0295 USD

+64.05%
Learn more

KK_RFR_OSMOUSD

Kaiko OSMO Reference Rate

0.0502 USD

+36.29%
Learn more