ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs MAT MAT / 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 / SISALGO / USDMAT / USD

📈 Performance Metrics

Start Price 3.550.501.78

End Price 2.530.130.20

Price Change % -28.62%-74.14%-88.87%

Period High 4.610.512.01

Period Low 2.200.130.20

Price Range % 109.9%290.9%916.9%

🏆 All-Time Records

All-Time High 4.610.512.01

Days Since ATH 195 days338 days79 days

Distance From ATH % -45.1%-74.4%-90.2%

All-Time Low 2.200.130.20

Distance From ATL % +15.3%+0.0%+0.0%

New ATHs Hit 6 times2 times1 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.94%4.05%12.06%

Biggest Jump (1 Day) % +1.12+0.07+0.69

Biggest Drop (1 Day) % -0.71-0.08-0.64

Days Above Avg % 45.9%36.3%38.6%

Extreme Moves days 10 (2.9%)20 (5.8%)10 (6.9%)

Stability Score % 0.0%0.0%0.0%

Trend Strength % 51.6%50.1%66.0%

Recent Momentum (10-day) % +0.27%-8.04%-18.28%

📊 Statistical Measures

Average Price 3.420.250.59

Median Price 3.360.230.43

Price Std Deviation 0.550.080.36

🚀 Returns & Growth

CAGR % -30.15%-76.29%-99.62%

Annualized Return % -30.15%-76.29%-99.62%

Total Return % -28.62%-74.14%-88.87%

⚠️ Risk & Volatility

Daily Volatility % 5.87%5.21%16.54%

Annualized Volatility % 112.19%99.45%316.03%

Max Drawdown % -52.37%-74.42%-90.17%

Sharpe Ratio 0.011-0.050-0.021

Sortino Ratio 0.013-0.049-0.033

Calmar Ratio -0.576-1.025-1.105

Ulcer Index 25.3653.4671.62

📅 Daily Performance

Win Rate % 48.4%49.9%32.1%

Positive Days 16617145

Negative Days 17717295

Best Day % +51.05%+20.68%+89.68%

Worst Day % -20.25%-19.82%-34.67%

Avg Gain (Up Days) % +4.22%+3.59%+15.41%

Avg Loss (Down Days) % -3.83%-4.08%-7.83%

Profit Factor 1.030.870.93

🔥 Streaks & Patterns

Longest Win Streak days 7114

Longest Loss Streak days 777

💹 Trading Metrics

Omega Ratio 1.0330.8740.932

Expectancy % +0.07%-0.26%-0.36%

Kelly Criterion % 0.41%0.00%0.00%

📅 Weekly Performance

Best Week % +34.06%+50.20%+169.48%

Worst Week % -21.91%-22.48%-57.12%

Weekly Win Rate % 50.0%40.4%26.1%

📆 Monthly Performance

Best Month % +45.49%+42.39%+336.11%

Worst Month % -30.00%-33.78%-72.65%

Monthly Win Rate % 30.8%30.8%14.3%

🔧 Technical Indicators

RSI (14-period) 32.4023.4828.41

Price vs 50-Day MA % -11.30%-26.65%-53.57%

Price vs 200-Day MA % -26.17%-39.23%N/A

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):	0.175 (Weak)
ALGO (ALGO) vs MAT (MAT):	0.092 (Weak)
ALGO (ALGO) vs MAT (MAT):	0.250 (Weak)

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
MAT: Kraken