ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs INDEX INDEX / 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 / SISINDEX / USD
📈 Performance Metrics
Start Price 1.311.312.68
End Price 2.202.201.03
Price Change % +67.19%+67.19%-61.57%
Period High 4.614.615.16
Period Low 1.151.151.00
Price Range % 302.2%302.2%416.0%
🏆 All-Time Records
All-Time High 4.614.615.16
Days Since ATH 163 days163 days305 days
Distance From ATH % -52.4%-52.4%-80.0%
All-Time Low 1.151.151.00
Distance From ATL % +91.6%+91.6%+3.0%
New ATHs Hit 19 times19 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.14%4.14%4.38%
Biggest Jump (1 Day) % +0.81+0.81+0.69
Biggest Drop (1 Day) % -0.71-0.71-0.60
Days Above Avg % 50.6%50.6%33.7%
Extreme Moves days 17 (5.0%)17 (5.0%)18 (5.3%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 50.1%50.1%55.3%
Recent Momentum (10-day) % -6.45%-6.45%-4.44%
📊 Statistical Measures
Average Price 3.353.351.91
Median Price 3.363.361.43
Price Std Deviation 0.700.700.93
🚀 Returns & Growth
CAGR % +73.34%+73.34%-64.18%
Annualized Return % +73.34%+73.34%-64.18%
Total Return % +67.19%+67.19%-61.57%
⚠️ Risk & Volatility
Daily Volatility % 6.25%6.25%5.83%
Annualized Volatility % 119.33%119.33%111.38%
Max Drawdown % -52.37%-52.37%-80.62%
Sharpe Ratio 0.0540.054-0.020
Sortino Ratio 0.0620.062-0.023
Calmar Ratio 1.4011.401-0.796
Ulcer Index 22.7622.7664.54
📅 Daily Performance
Win Rate % 50.1%50.1%40.7%
Positive Days 171171129
Negative Days 170170188
Best Day % +32.67%+32.67%+34.68%
Worst Day % -20.25%-20.25%-18.18%
Avg Gain (Up Days) % +4.70%+4.70%+5.23%
Avg Loss (Down Days) % -4.04%-4.04%-3.80%
Profit Factor 1.171.170.94
🔥 Streaks & Patterns
Longest Win Streak days 775
Longest Loss Streak days 778
💹 Trading Metrics
Omega Ratio 1.1691.1690.945
Expectancy % +0.34%+0.34%-0.12%
Kelly Criterion % 1.79%1.79%0.00%
📅 Weekly Performance
Best Week % +57.84%+57.84%+47.83%
Worst Week % -21.91%-21.91%-24.58%
Weekly Win Rate % 54.9%54.9%41.2%
📆 Monthly Performance
Best Month % +144.98%+144.98%+31.72%
Worst Month % -30.00%-30.00%-34.40%
Monthly Win Rate % 41.7%41.7%25.0%
🔧 Technical Indicators
RSI (14-period) 22.3322.3342.74
Price vs 50-Day MA % -31.87%-31.87%-9.97%
Price vs 200-Day MA % -37.38%-37.38%-18.56%
💰 Volume Analysis
Avg Volume 99,732,98999,732,98996,730
Total Volume 34,108,682,40434,108,682,40432,984,864

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 INDEX (INDEX): -0.365 (Moderate negative)
ALGO (ALGO) vs INDEX (INDEX): -0.365 (Moderate negative)

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
INDEX: Coinbase
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