ALGO ALGO / ACM Crypto vs XETHZ XETHZ / USD Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

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Asset ALGO / ACMXETHZ / USD
📈 Performance Metrics
Start Price 0.244,006.80
End Price 0.243,054.70
Price Change % -2.05%-23.76%
Period High 0.394,830.00
Period Low 0.201,471.99
Price Range % 98.9%228.1%
🏆 All-Time Records
All-Time High 0.394,830.00
Days Since ATH 122 days86 days
Distance From ATH % -39.6%-36.8%
All-Time Low 0.201,471.99
Distance From ATL % +20.1%+107.5%
New ATHs Hit 12 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.22%2.77%
Biggest Jump (1 Day) % +0.05+606.27
Biggest Drop (1 Day) % -0.06-649.19
Days Above Avg % 43.3%47.7%
Extreme Moves days 22 (6.4%)17 (5.0%)
Stability Score % 0.0%99.9%
Trend Strength % 50.1%49.9%
Recent Momentum (10-day) % -7.87%+3.81%
📊 Statistical Measures
Average Price 0.253,051.14
Median Price 0.253,006.28
Price Std Deviation 0.03878.15
🚀 Returns & Growth
CAGR % -2.18%-25.08%
Annualized Return % -2.18%-25.08%
Total Return % -2.05%-23.76%
⚠️ Risk & Volatility
Daily Volatility % 4.59%4.03%
Annualized Volatility % 87.73%76.94%
Max Drawdown % -43.11%-63.26%
Sharpe Ratio 0.0220.000
Sortino Ratio 0.0220.000
Calmar Ratio -0.051-0.396
Ulcer Index 27.5333.50
📅 Daily Performance
Win Rate % 49.9%50.1%
Positive Days 171172
Negative Days 172171
Best Day % +20.82%+21.91%
Worst Day % -22.50%-14.78%
Avg Gain (Up Days) % +3.32%+2.80%
Avg Loss (Down Days) % -3.10%-2.81%
Profit Factor 1.061.00
🔥 Streaks & Patterns
Longest Win Streak days 109
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 1.0651.001
Expectancy % +0.10%+0.00%
Kelly Criterion % 0.98%0.02%
📅 Weekly Performance
Best Week % +38.23%+38.23%
Worst Week % -18.15%-17.83%
Weekly Win Rate % 37.7%52.8%
📆 Monthly Performance
Best Month % +28.72%+53.72%
Worst Month % -22.23%-28.24%
Monthly Win Rate % 30.8%38.5%
🔧 Technical Indicators
RSI (14-period) 23.4756.66
Price vs 50-Day MA % -11.68%-11.96%
Price vs 200-Day MA % -8.15%-9.12%
💰 Volume Analysis
Avg Volume 6,884,91026,818
Total Volume 2,368,409,0289,225,542

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 XETHZ (XETHZ): 0.331 (Moderate 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
XETHZ: Kraken
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