ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs IMX IMX / SIS 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 / SISIMX / SIS
📈 Performance Metrics
Start Price 3.493.4914.52
End Price 2.692.696.00
Price Change % -23.02%-23.02%-58.66%
Period High 4.614.6114.52
Period Low 2.202.205.76
Price Range % 109.9%109.9%152.2%
🏆 All-Time Records
All-Time High 4.614.6114.52
Days Since ATH 194 days194 days343 days
Distance From ATH % -41.7%-41.7%-58.7%
All-Time Low 2.202.205.76
Distance From ATL % +22.4%+22.4%+4.3%
New ATHs Hit 7 times7 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.93%3.93%4.42%
Biggest Jump (1 Day) % +1.12+1.12+2.56
Biggest Drop (1 Day) % -0.71-0.71-2.60
Days Above Avg % 45.3%45.3%48.3%
Extreme Moves days 11 (3.2%)11 (3.2%)16 (4.7%)
Stability Score % 0.0%0.0%37.1%
Trend Strength % 51.3%51.3%53.1%
Recent Momentum (10-day) % -0.02%-0.02%-6.98%
📊 Statistical Measures
Average Price 3.433.439.45
Median Price 3.363.369.33
Price Std Deviation 0.550.551.88
🚀 Returns & Growth
CAGR % -24.31%-24.31%-60.94%
Annualized Return % -24.31%-24.31%-60.94%
Total Return % -23.02%-23.02%-58.66%
⚠️ Risk & Volatility
Daily Volatility % 5.86%5.86%5.95%
Annualized Volatility % 112.02%112.02%113.64%
Max Drawdown % -52.37%-52.37%-60.35%
Sharpe Ratio 0.0150.015-0.014
Sortino Ratio 0.0170.017-0.015
Calmar Ratio -0.464-0.464-1.010
Ulcer Index 25.2325.2337.23
📅 Daily Performance
Win Rate % 48.7%48.7%46.9%
Positive Days 167167161
Negative Days 176176182
Best Day % +51.05%+51.05%+36.75%
Worst Day % -20.25%-20.25%-19.19%
Avg Gain (Up Days) % +4.20%+4.20%+4.60%
Avg Loss (Down Days) % -3.82%-3.82%-4.23%
Profit Factor 1.041.040.96
🔥 Streaks & Patterns
Longest Win Streak days 779
Longest Loss Streak days 776
💹 Trading Metrics
Omega Ratio 1.0451.0450.963
Expectancy % +0.09%+0.09%-0.08%
Kelly Criterion % 0.55%0.55%0.00%
📅 Weekly Performance
Best Week % +34.06%+34.06%+34.27%
Worst Week % -21.91%-21.91%-25.52%
Weekly Win Rate % 49.1%49.1%41.5%
📆 Monthly Performance
Best Month % +45.49%+45.49%+37.10%
Worst Month % -30.00%-30.00%-36.84%
Monthly Win Rate % 30.8%30.8%23.1%
🔧 Technical Indicators
RSI (14-period) 47.7347.7340.54
Price vs 50-Day MA % -6.38%-6.38%-24.83%
Price vs 200-Day MA % -21.86%-21.86%-31.13%
💰 Volume Analysis
Avg Volume 95,813,05695,813,0565,323,534
Total Volume 32,959,691,38132,959,691,3811,831,295,848

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): 1.000 (Strong positive)
ALGO (ALGO) vs IMX (IMX): 0.439 (Moderate positive)
ALGO (ALGO) vs IMX (IMX): 0.439 (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
IMX: Kraken
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