ALGO ALGO / SIS Crypto vs A A / SIS Crypto vs BNC BNC / 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 / SISA / SISBNC / SIS
📈 Performance Metrics
Start Price 2.498.552.14
End Price 2.824.011.78
Price Change % +13.49%-53.03%-16.49%
Period High 4.619.083.04
Period Low 2.203.771.00
Price Range % 109.9%141.0%205.2%
🏆 All-Time Records
All-Time High 4.619.083.04
Days Since ATH 191 days85 days252 days
Distance From ATH % -38.8%-55.8%-41.4%
All-Time Low 2.203.771.00
Distance From ATL % +28.4%+6.5%+78.8%
New ATHs Hit 9 times4 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.00%3.12%3.67%
Biggest Jump (1 Day) % +1.12+1.09+0.88
Biggest Drop (1 Day) % -0.71-0.97-0.56
Days Above Avg % 45.3%51.4%57.0%
Extreme Moves days 11 (3.2%)7 (6.6%)8 (2.3%)
Stability Score % 0.0%19.0%0.0%
Trend Strength % 49.3%55.7%51.6%
Recent Momentum (10-day) % +3.29%-1.72%+18.81%
📊 Statistical Measures
Average Price 3.436.362.06
Median Price 3.366.432.17
Price Std Deviation 0.541.540.45
🚀 Returns & Growth
CAGR % +14.41%-92.59%-17.45%
Annualized Return % +14.41%-92.59%-17.45%
Total Return % +13.49%-53.03%-16.49%
⚠️ Risk & Volatility
Daily Volatility % 6.13%5.15%7.10%
Annualized Volatility % 117.11%98.39%135.73%
Max Drawdown % -52.37%-58.51%-67.24%
Sharpe Ratio 0.035-0.1130.023
Sortino Ratio 0.041-0.1180.030
Calmar Ratio 0.275-1.582-0.260
Ulcer Index 24.9234.2332.37
📅 Daily Performance
Win Rate % 49.3%43.8%48.2%
Positive Days 16946165
Negative Days 17459177
Best Day % +51.05%+27.69%+87.83%
Worst Day % -20.25%-17.79%-28.17%
Avg Gain (Up Days) % +4.38%+3.19%+4.28%
Avg Loss (Down Days) % -3.83%-3.53%-3.67%
Profit Factor 1.110.701.09
🔥 Streaks & Patterns
Longest Win Streak days 7106
Longest Loss Streak days 776
💹 Trading Metrics
Omega Ratio 1.1100.7041.087
Expectancy % +0.21%-0.59%+0.16%
Kelly Criterion % 1.28%0.00%1.05%
📅 Weekly Performance
Best Week % +40.46%+11.46%+26.42%
Worst Week % -21.91%-22.58%-28.09%
Weekly Win Rate % 53.8%35.3%53.8%
📆 Monthly Performance
Best Month % +45.49%+-10.10%+33.78%
Worst Month % -30.00%-30.45%-27.70%
Monthly Win Rate % 38.5%0.0%30.8%
🔧 Technical Indicators
RSI (14-period) 61.2255.1462.89
Price vs 50-Day MA % -2.89%-18.93%+17.37%
Price vs 200-Day MA % -18.54%N/A-6.32%

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 A (A): 0.932 (Strong positive)
ALGO (ALGO) vs BNC (BNC): 0.438 (Moderate positive)
A (A) vs BNC (BNC): 0.325 (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
A: Kraken
BNC: Kraken
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