ACM ACM / SIS Crypto vs XETHZ XETHZ / USD Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset ACM / SISXETHZ / USD
📈 Performance Metrics
Start Price 17.822,896.87
End Price 11.453,324.90
Price Change % -35.72%+14.78%
Period High 19.074,830.00
Period Low 8.691,471.99
Price Range % 119.4%228.1%
🏆 All-Time Records
All-Time High 19.074,830.00
Days Since ATH 62 days55 days
Distance From ATH % -39.9%-31.2%
All-Time Low 8.691,471.99
Distance From ATL % +31.8%+125.9%
New ATHs Hit 4 times17 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.57%2.78%
Biggest Jump (1 Day) % +3.69+606.27
Biggest Drop (1 Day) % -2.85-649.19
Days Above Avg % 52.9%50.9%
Extreme Moves days 19 (5.5%)19 (5.5%)
Stability Score % 61.3%99.9%
Trend Strength % 49.6%51.0%
Recent Momentum (10-day) % -8.50%-12.27%
📊 Statistical Measures
Average Price 14.073,078.46
Median Price 14.153,114.84
Price Std Deviation 1.91885.75
🚀 Returns & Growth
CAGR % -37.52%+15.79%
Annualized Return % -37.52%+15.79%
Total Return % -35.72%+14.78%
⚠️ Risk & Volatility
Daily Volatility % 5.44%4.05%
Annualized Volatility % 103.97%77.40%
Max Drawdown % -54.42%-63.26%
Sharpe Ratio 0.0030.030
Sortino Ratio 0.0030.032
Calmar Ratio -0.6890.250
Ulcer Index 25.2231.70
📅 Daily Performance
Win Rate % 50.4%51.0%
Positive Days 173175
Negative Days 170168
Best Day % +33.46%+21.91%
Worst Day % -20.05%-14.78%
Avg Gain (Up Days) % +3.58%+2.88%
Avg Loss (Down Days) % -3.61%-2.75%
Profit Factor 1.011.09
🔥 Streaks & Patterns
Longest Win Streak days 69
Longest Loss Streak days 76
💹 Trading Metrics
Omega Ratio 1.0081.090
Expectancy % +0.01%+0.12%
Kelly Criterion % 0.12%1.53%
📅 Weekly Performance
Best Week % +32.10%+38.23%
Worst Week % -27.77%-17.83%
Weekly Win Rate % 51.9%57.7%
📆 Monthly Performance
Best Month % +21.46%+53.72%
Worst Month % -27.86%-28.24%
Monthly Win Rate % 30.8%38.5%
🔧 Technical Indicators
RSI (14-period) 49.2223.31
Price vs 50-Day MA % -5.29%-22.02%
Price vs 200-Day MA % -18.42%+5.72%
💰 Volume Analysis
Avg Volume 21,751,21326,551
Total Volume 7,482,417,2079,133,429

Performance Metrics: Shows the price at the start and end of the period, total change, and the highest/lowest prices reached during this time frame. | All-Time Records: All-time records show the highest and lowest prices ever reached during this period, how far the current price is from those extremes, and how long ago they occurred. | Easy-to-Understand Stats: Easy-to-understand metrics including typical daily price movements, biggest single-day gains/losses, how often price stayed above average, stability measures, and short-term momentum trends. | Returns & Growth: CAGR (Compound Annual Growth Rate) shows the annualized return rate if this growth continued consistently, while annualized and total returns show performance scaled to different time periods. | Risk & Volatility: Risk metrics show price volatility (daily and annualized), maximum drawdown (worst peak-to-trough decline), and various ratios (Sharpe, Sortino, Calmar, Treynor, Information) that measure risk-adjusted returns. | Daily Performance: Daily performance shows positive vs negative days, win rate, best and worst single days, average gains/losses on up/down days, gain/loss ratio, and profit factor (total gains divided by total losses). | Trading Metrics: Trading metrics include Omega ratio (probability-weighted gains vs losses), payoff ratio (avg win/avg loss), expectancy (expected return per trade), Kelly Criterion (optimal position sizing %), and price efficiency (trending vs choppy).

📊 Asset Correlations

Correlation coefficient ranges from -1 (perfectly inverse) to +1 (perfectly correlated).

ACM (ACM) vs XETHZ (XETHZ): -0.388 (Moderate negative)

Correlation shows how closely asset prices move together: +1.0 means perfect positive correlation (move in sync), 0 means no relationship, -1.0 means perfect negative correlation (move opposite). Lower correlation can help with portfolio diversification.

Data sources

ACM: Binance
XETHZ: Kraken
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