KK_RFR_SRMUSD

Single-asset

Kaiko SRM Reference Rate

0.00528563 USD

-0.00024437 USD(-4.42%)

KK_RFR_SRMUSD price chart

Key statistics

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

Performance

  • 1W

    -11.32%

  • 1M

    -10.99%

  • 1Y

    -81.46%

  • YTD

    -61.64%

Risk

  • Volatility

    259.45%

  • Max drawdown

    -86.21%

  • Drawdown days

    364

  • Average drawdown

    -86.21%

Risk-adjusted performance

  • Sharpe ratio

    0.3

  • Sortino

    0.73

  • Calmar ratio

    -0.88

  • Gain/Pain ratio

    0.08

Benchmark comparison

  • BTC return

    -23.41%

  • Excess return

    -58.05%

  • Alpha

    0.91

  • Beta

    0.69

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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