KK_RFR_PENGUUSD

Single-asset

Kaiko PENGU Reference Rate

0.00786714 USD

-0.00034267 USD(-4.17%)

KK_RFR_PENGUUSD price chart

Key statistics

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

Performance

  • 1W

    -17.97%

  • 1M

    -20.59%

  • 1Y

    -69.25%

  • YTD

    -10.95%

Risk

  • Volatility

    96.88%

  • Max drawdown

    -77.37%

  • Drawdown days

    364

  • Average drawdown

    -77.37%

Risk-adjusted performance

  • Sharpe ratio

    -0.74

  • Sortino

    -1.08

  • Calmar ratio

    -0.89

  • Gain/Pain ratio

    -0.10

Benchmark comparison

  • BTC return

    -27.81%

  • Excess return

    -41.44%

  • Alpha

    -0.32

  • Beta

    1.7

Documentation

Rulebook

Download PDF

Benchmark statement

Download PDF

Historical data

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