ALGO ALGO / ALEPH Crypto vs ALGO ALGO / USD Crypto vs GLM GLM / 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 / ALEPHALGO / USDGLM / USD
📈 Performance Metrics
Start Price 2.470.500.53
End Price 3.470.130.22
Price Change % +40.03%-73.50%-58.18%
Period High 4.070.510.53
Period Low 2.180.130.17
Price Range % 86.7%290.5%210.8%
🏆 All-Time Records
All-Time High 4.070.510.53
Days Since ATH 255 days342 days341 days
Distance From ATH % -14.9%-74.0%-58.2%
All-Time Low 2.180.130.17
Distance From ATL % +59.0%+1.4%+30.0%
New ATHs Hit 9 times1 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.19%4.01%3.74%
Biggest Jump (1 Day) % +0.66+0.07+0.14
Biggest Drop (1 Day) % -1.24-0.08-0.09
Days Above Avg % 55.3%37.2%34.2%
Extreme Moves days 17 (5.0%)19 (5.5%)12 (3.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 53.7%50.1%49.0%
Recent Momentum (10-day) % +0.37%-5.24%+11.78%
📊 Statistical Measures
Average Price 3.190.250.28
Median Price 3.230.230.26
Price Std Deviation 0.350.080.06
🚀 Returns & Growth
CAGR % +43.38%-75.66%-60.67%
Annualized Return % +43.38%-75.66%-60.67%
Total Return % +40.03%-73.50%-58.18%
⚠️ Risk & Volatility
Daily Volatility % 5.82%5.18%5.54%
Annualized Volatility % 111.24%98.90%105.92%
Max Drawdown % -43.53%-74.39%-67.82%
Sharpe Ratio 0.047-0.049-0.020
Sortino Ratio 0.046-0.048-0.022
Calmar Ratio 0.997-1.017-0.895
Ulcer Index 18.9254.0349.60
📅 Daily Performance
Win Rate % 53.7%49.9%50.6%
Positive Days 183171171
Negative Days 158172167
Best Day % +28.85%+20.68%+52.56%
Worst Day % -35.02%-19.82%-20.55%
Avg Gain (Up Days) % +4.22%+3.58%+3.52%
Avg Loss (Down Days) % -4.29%-4.06%-3.83%
Profit Factor 1.140.880.94
🔥 Streaks & Patterns
Longest Win Streak days 6118
Longest Loss Streak days 576
💹 Trading Metrics
Omega Ratio 1.1370.8760.941
Expectancy % +0.27%-0.25%-0.11%
Kelly Criterion % 1.50%0.00%0.00%
📅 Weekly Performance
Best Week % +73.81%+50.20%+53.15%
Worst Week % -18.27%-22.48%-21.79%
Weekly Win Rate % 55.8%42.3%44.2%
📆 Monthly Performance
Best Month % +29.70%+42.39%+32.83%
Worst Month % -20.61%-33.16%-28.97%
Monthly Win Rate % 46.2%38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 44.7347.7959.87
Price vs 50-Day MA % +2.24%-23.05%+1.70%
Price vs 200-Day MA % +5.19%-37.78%-8.01%
💰 Volume Analysis
Avg Volume 87,439,8486,895,725724,654
Total Volume 29,904,428,0392,372,129,269247,831,665

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): -0.372 (Moderate negative)
ALGO (ALGO) vs GLM (GLM): -0.463 (Moderate negative)
ALGO (ALGO) vs GLM (GLM): 0.856 (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
GLM: Coinbase
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