ALGO ALGO / SIS Crypto vs A A / SIS Crypto vs FORTH FORTH / 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 / SISA / SISFORTH / SIS
📈 Performance Metrics
Start Price 3.308.5529.86
End Price 2.703.8232.35
Price Change % -18.19%-55.31%+8.36%
Period High 4.619.0862.59
Period Low 2.203.7726.52
Price Range % 109.9%141.0%136.1%
🏆 All-Time Records
All-Time High 4.619.0862.59
Days Since ATH 192 days86 days276 days
Distance From ATH % -41.5%-57.9%-48.3%
All-Time Low 2.203.7726.52
Distance From ATL % +22.8%+1.4%+22.0%
New ATHs Hit 8 times4 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%3.14%4.20%
Biggest Jump (1 Day) % +1.12+1.09+17.55
Biggest Drop (1 Day) % -0.71-0.97-12.56
Days Above Avg % 45.3%51.9%50.9%
Extreme Moves days 10 (2.9%)7 (6.5%)12 (3.5%)
Stability Score % 0.0%18.7%83.4%
Trend Strength % 51.0%56.1%48.4%
Recent Momentum (10-day) % +1.19%-3.57%+3.37%
📊 Statistical Measures
Average Price 3.436.3342.57
Median Price 3.366.4242.86
Price Std Deviation 0.541.567.11
🚀 Returns & Growth
CAGR % -19.24%-93.59%+8.92%
Annualized Return % -19.24%-93.59%+8.92%
Total Return % -18.19%-55.31%+8.36%
⚠️ Risk & Volatility
Daily Volatility % 5.88%5.15%7.09%
Annualized Volatility % 112.31%98.31%135.40%
Max Drawdown % -52.37%-58.51%-57.57%
Sharpe Ratio 0.018-0.1210.035
Sortino Ratio 0.021-0.1260.047
Calmar Ratio -0.367-1.6000.155
Ulcer Index 25.0434.5630.31
📅 Daily Performance
Win Rate % 49.0%43.9%48.4%
Positive Days 16847166
Negative Days 17560177
Best Day % +51.05%+27.69%+56.70%
Worst Day % -20.25%-17.79%-25.57%
Avg Gain (Up Days) % +4.21%+3.13%+4.75%
Avg Loss (Down Days) % -3.83%-3.56%-3.96%
Profit Factor 1.050.691.12
🔥 Streaks & Patterns
Longest Win Streak days 7107
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0540.6891.123
Expectancy % +0.11%-0.62%+0.25%
Kelly Criterion % 0.66%0.00%1.33%
📅 Weekly Performance
Best Week % +34.06%+11.46%+63.85%
Worst Week % -21.91%-22.58%-21.30%
Weekly Win Rate % 51.9%35.3%42.3%
📆 Monthly Performance
Best Month % +45.49%+-10.10%+52.55%
Worst Month % -30.00%-30.45%-34.27%
Monthly Win Rate % 30.8%0.0%53.8%
🔧 Technical Indicators
RSI (14-period) 57.8851.5855.53
Price vs 50-Day MA % -6.63%-21.92%-8.74%
Price vs 200-Day MA % -21.91%N/A-21.21%

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): 0.933 (Strong positive)
ALGO (ALGO) vs FORTH (FORTH): 0.662 (Moderate positive)
A (A) vs FORTH (FORTH): 0.765 (Strong 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
FORTH: Kraken
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