KK_RFR_PENGUUSD

Single-asset

Kaiko PENGU Reference Rate

0.0088364 USD

+0.0000862364 USD(+0.99%)

KK_RFR_PENGUUSD price chart

Key statistics

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

Performance

  • 1W

    -14.12%

  • 1M

    -19.36%

  • 1Y

    +25.69%

  • YTD

    +25.69%

Risk

  • Volatility

    129.8%

  • Max drawdown

    -79.58%

  • Drawdown days

    23

  • Average drawdown

    -21.33%

Risk-adjusted performance

  • Sharpe ratio

    0.78

  • Sortino

    1.42

  • Calmar ratio

    0.32

  • Gain/Pain ratio

    0.15

Benchmark comparison

  • BTC return

    -1.00%

  • Excess return

    +26.69%

  • Alpha

    0.91

  • Beta

    2.46

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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