ALGO ALGO / SIS Crypto vs ALGO ALGO / USD 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 ALGO / SISALGO / USDXETHZ / USD
📈 Performance Metrics
Start Price 3.220.443,706.10
End Price 2.770.142,992.24
Price Change % -13.92%-68.43%-19.26%
Period High 4.610.514,830.00
Period Low 2.200.141,471.99
Price Range % 109.9%275.8%228.1%
🏆 All-Time Records
All-Time High 4.610.514,830.00
Days Since ATH 193 days336 days78 days
Distance From ATH % -39.9%-72.5%-38.0%
All-Time Low 2.200.141,471.99
Distance From ATL % +26.1%+3.3%+103.3%
New ATHs Hit 8 times4 times9 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%4.07%2.74%
Biggest Jump (1 Day) % +1.12+0.07+606.27
Biggest Drop (1 Day) % -0.71-0.08-649.19
Days Above Avg % 45.3%36.6%48.8%
Extreme Moves days 10 (2.9%)19 (5.5%)17 (5.0%)
Stability Score % 0.0%0.0%99.9%
Trend Strength % 50.7%49.3%49.9%
Recent Momentum (10-day) % +0.43%-11.51%-6.77%
📊 Statistical Measures
Average Price 3.430.253,068.65
Median Price 3.360.233,018.63
Price Std Deviation 0.540.08885.29
🚀 Returns & Growth
CAGR % -14.74%-70.68%-20.36%
Annualized Return % -14.74%-70.68%-20.36%
Total Return % -13.92%-68.43%-19.26%
⚠️ Risk & Volatility
Daily Volatility % 5.88%5.23%4.00%
Annualized Volatility % 112.32%99.91%76.45%
Max Drawdown % -52.37%-73.39%-63.26%
Sharpe Ratio 0.021-0.0380.004
Sortino Ratio 0.023-0.0370.004
Calmar Ratio -0.282-0.963-0.322
Ulcer Index 25.1253.1633.02
📅 Daily Performance
Win Rate % 49.3%50.6%50.1%
Positive Days 169173172
Negative Days 174169171
Best Day % +51.05%+20.68%+21.91%
Worst Day % -20.25%-19.82%-14.78%
Avg Gain (Up Days) % +4.20%+3.62%+2.78%
Avg Loss (Down Days) % -3.84%-4.11%-2.77%
Profit Factor 1.060.901.01
🔥 Streaks & Patterns
Longest Win Streak days 7119
Longest Loss Streak days 776
💹 Trading Metrics
Omega Ratio 1.0620.9021.012
Expectancy % +0.12%-0.20%+0.02%
Kelly Criterion % 0.75%0.00%0.22%
📅 Weekly Performance
Best Week % +34.06%+50.20%+38.23%
Worst Week % -21.91%-22.48%-17.83%
Weekly Win Rate % 51.9%42.3%55.8%
📆 Monthly Performance
Best Month % +45.49%+42.39%+53.72%
Worst Month % -30.00%-31.62%-28.24%
Monthly Win Rate % 30.8%30.8%30.8%
🔧 Technical Indicators
RSI (14-period) 61.9532.1245.19
Price vs 50-Day MA % -3.90%-22.99%-18.05%
Price vs 200-Day MA % -19.66%-34.97%-9.64%

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): 0.158 (Weak)
ALGO (ALGO) vs XETHZ (XETHZ): -0.087 (Weak)
ALGO (ALGO) vs XETHZ (XETHZ): 0.378 (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
ALGO: Kraken
XETHZ: Kraken
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