ALGO ALGO / ACM Crypto vs ALGO ALGO / USD Crypto vs UMA UMA / USD Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

Asset ALGO / ACMALGO / USDUMA / USD
📈 Performance Metrics
Start Price 0.080.112.36
End Price 0.250.221.25
Price Change % +234.67%+95.12%-47.00%
Period High 0.390.514.04
Period Low 0.080.110.97
Price Range % 415.6%365.6%317.9%
🏆 All-Time Records
All-Time High 0.390.514.04
Days Since ATH 84 days306 days305 days
Distance From ATH % -35.1%-56.1%-69.0%
All-Time Low 0.080.110.97
Distance From ATL % +234.7%+104.4%+29.6%
New ATHs Hit 24 times20 times13 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.55%4.36%4.12%
Biggest Jump (1 Day) % +0.07+0.12+0.45
Biggest Drop (1 Day) % -0.06-0.08-0.64
Days Above Avg % 53.4%36.2%29.4%
Extreme Moves days 16 (4.7%)17 (5.0%)20 (5.8%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 52.6%52.9%52.0%
Recent Momentum (10-day) % +0.27%+3.54%+2.07%
📊 Statistical Measures
Average Price 0.240.261.70
Median Price 0.240.231.34
Price Std Deviation 0.050.080.73
🚀 Returns & Growth
CAGR % +263.00%+104.09%-49.21%
Annualized Return % +263.00%+104.09%-49.21%
Total Return % +234.67%+95.12%-47.00%
⚠️ Risk & Volatility
Daily Volatility % 5.49%5.98%5.47%
Annualized Volatility % 104.88%114.27%104.47%
Max Drawdown % -43.11%-69.60%-76.07%
Sharpe Ratio 0.0910.061-0.007
Sortino Ratio 0.1040.071-0.008
Calmar Ratio 6.1001.496-0.647
Ulcer Index 26.0249.1859.85
📅 Daily Performance
Win Rate % 52.6%52.9%47.3%
Positive Days 180181160
Negative Days 162161178
Best Day % +35.77%+36.95%+33.76%
Worst Day % -22.50%-18.19%-15.79%
Avg Gain (Up Days) % +3.94%+4.31%+4.16%
Avg Loss (Down Days) % -3.32%-4.06%-3.81%
Profit Factor 1.321.190.98
🔥 Streaks & Patterns
Longest Win Streak days 101110
Longest Loss Streak days 677
💹 Trading Metrics
Omega Ratio 1.3181.1920.980
Expectancy % +0.50%+0.37%-0.04%
Kelly Criterion % 3.83%2.10%0.00%
📅 Weekly Performance
Best Week % +82.25%+87.54%+37.77%
Worst Week % -18.15%-22.48%-28.32%
Weekly Win Rate % 47.1%47.1%51.0%
📆 Monthly Performance
Best Month % +227.85%+287.03%+36.59%
Worst Month % -22.23%-31.62%-28.79%
Monthly Win Rate % 41.7%41.7%41.7%
🔧 Technical Indicators
RSI (14-period) 49.8668.1772.74
Price vs 50-Day MA % -0.56%-3.60%-6.12%
Price vs 200-Day MA % +1.35%+1.82%+0.88%

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).

ALGO (ALGO) vs ALGO (ALGO): 0.453 (Moderate positive)
ALGO (ALGO) vs UMA (UMA): -0.191 (Weak)
ALGO (ALGO) vs UMA (UMA): 0.755 (Strong positive)

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

ALGO: Kraken
ALGO: Kraken
UMA: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures