KK_RFR_PENGUUSD

Single-asset

Kaiko PENGU Reference Rate

0.00959004 USD

+0.00034324 USD(+3.71%)

KK_RFR_PENGUUSD price chart

Key statistics

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

Performance

  • 1W

    +1.59%

  • 1M

    -3.20%

  • 1Y

    -70.71%

  • YTD

    +8.55%

Risk

  • Volatility

    98.67%

  • Max drawdown

    -82.32%

  • Drawdown days

    364

  • Average drawdown

    -82.32%

Risk-adjusted performance

  • Sharpe ratio

    -0.75

  • Sortino

    -1.09

  • Calmar ratio

    -0.86

  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    -31.91%

  • Excess return

    -38.81%

  • Alpha

    -0.24

  • Beta

    1.73

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

Ready to use KK_RFR_PENGUUSD in your product?

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

Related Kaiko products

KK_RFR_GTCUSD

Kaiko GTC Reference Rate

0.2159 USD

+78.35%
Learn more

KK_RFR_RLCUSD

Kaiko RLC Reference Rate

0.5689 USD

+56.59%
Learn more

KK_RFR_SNEKUSD

Kaiko SNEK Reference Rate

0.00078234 USD

+18.78%
Learn more