ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs INIT INIT / SIS 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 / SISINIT / SIS
📈 Performance Metrics
Start Price 3.303.3014.74
End Price 2.702.702.22
Price Change % -18.19%-18.19%-84.97%
Period High 4.614.6121.27
Period Low 2.202.201.85
Price Range % 109.9%109.9%1,052.3%
🏆 All-Time Records
All-Time High 4.614.6121.27
Days Since ATH 192 days192 days178 days
Distance From ATH % -41.5%-41.5%-89.6%
All-Time Low 2.202.201.85
Distance From ATL % +22.8%+22.8%+20.0%
New ATHs Hit 8 times8 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%3.94%6.92%
Biggest Jump (1 Day) % +1.12+1.12+5.11
Biggest Drop (1 Day) % -0.71-0.71-3.94
Days Above Avg % 45.3%45.3%37.4%
Extreme Moves days 10 (2.9%)10 (2.9%)12 (6.1%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.0%51.0%55.8%
Recent Momentum (10-day) % +1.19%+1.19%+7.87%
📊 Statistical Measures
Average Price 3.433.437.65
Median Price 3.363.366.51
Price Std Deviation 0.540.544.47
🚀 Returns & Growth
CAGR % -19.24%-19.24%-97.01%
Annualized Return % -19.24%-19.24%-97.01%
Total Return % -18.19%-18.19%-84.97%
⚠️ Risk & Volatility
Daily Volatility % 5.88%5.88%8.45%
Annualized Volatility % 112.31%112.31%161.36%
Max Drawdown % -52.37%-52.37%-91.32%
Sharpe Ratio 0.0180.018-0.072
Sortino Ratio 0.0210.021-0.076
Calmar Ratio -0.367-0.367-1.062
Ulcer Index 25.0425.0466.93
📅 Daily Performance
Win Rate % 49.0%49.0%44.2%
Positive Days 16816887
Negative Days 175175110
Best Day % +51.05%+51.05%+41.51%
Worst Day % -20.25%-20.25%-24.30%
Avg Gain (Up Days) % +4.21%+4.21%+6.22%
Avg Loss (Down Days) % -3.83%-3.83%-6.00%
Profit Factor 1.051.050.82
🔥 Streaks & Patterns
Longest Win Streak days 776
Longest Loss Streak days 778
💹 Trading Metrics
Omega Ratio 1.0541.0540.819
Expectancy % +0.11%+0.11%-0.61%
Kelly Criterion % 0.66%0.66%0.00%
📅 Weekly Performance
Best Week % +34.06%+34.06%+32.74%
Worst Week % -21.91%-21.91%-24.23%
Weekly Win Rate % 51.9%51.9%40.0%
📆 Monthly Performance
Best Month % +45.49%+45.49%+3.73%
Worst Month % -30.00%-30.00%-34.48%
Monthly Win Rate % 30.8%30.8%12.5%
🔧 Technical Indicators
RSI (14-period) 57.8857.8861.38
Price vs 50-Day MA % -6.63%-6.63%-28.53%
Price vs 200-Day MA % -21.91%-21.91%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): 1.000 (Strong positive)
ALGO (ALGO) vs INIT (INIT): 0.494 (Moderate positive)
ALGO (ALGO) vs INIT (INIT): 0.494 (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
INIT: Kraken
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