KK_RFR_PENGUUSD

Single-asset

Kaiko PENGU Reference Rate

0.00593195 USD

-0.00015951 USD(-2.62%)

KK_RFR_PENGUUSD price chart

Key statistics

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

Performance

  • 1W

    -11.47%

  • 1M

    -1.60%

  • 1Y

    -78.99%

  • YTD

    -32.85%

Risk

  • Volatility

    107.81%

  • Max drawdown

    -86.49%

  • Drawdown days

    119

  • Average drawdown

    -36.4%

Risk-adjusted performance

  • Sharpe ratio

    -0.91

  • Sortino

    -1.35

  • Calmar ratio

    -0.91

  • Gain/Pain ratio

    -0.12

Benchmark comparison

  • BTC return

    -47.79%

  • Excess return

    -31.20%

  • Alpha

    0.03

  • Beta

    1.81

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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