KK_RFR_PENGUUSD

Single-asset

Kaiko PENGU Reference Rate

0.00788931 USD

+0.00019671 USD(+2.56%)

KK_RFR_PENGUUSD price chart

Key statistics

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

Performance

  • 1W

    -15.61%

  • 1M

    -19.85%

  • 1Y

    -28.13%

  • YTD

    -10.70%

Risk

  • Volatility

    123.03%

  • Max drawdown

    -86.14%

  • Drawdown days

    38

  • Average drawdown

    -19.71%

Risk-adjusted performance

  • Sharpe ratio

    0.32

  • Sortino

    0.53

  • Calmar ratio

    -0.33

  • Gain/Pain ratio

    0.05

Benchmark comparison

  • BTC return

    -30.16%

  • Excess return

    +2.04%

  • Alpha

    0.96

  • Beta

    2.01

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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