ALGO ALGO / SIS Crypto vs A A / SIS Crypto vs MIM MIM / 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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🤖 AI Analysis

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Asset ALGO / SISA / SISMIM / SIS
📈 Performance Metrics
Start Price 3.558.550.07
End Price 2.533.630.01
Price Change % -28.62%-57.51%-88.79%
Period High 4.619.080.07
Period Low 2.203.630.01
Price Range % 109.9%150.1%851.6%
🏆 All-Time Records
All-Time High 4.619.080.07
Days Since ATH 195 days89 days94 days
Distance From ATH % -45.1%-60.0%-88.8%
All-Time Low 2.203.630.01
Distance From ATL % +15.3%+0.0%+6.7%
New ATHs Hit 6 times4 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%3.16%7.10%
Biggest Jump (1 Day) % +1.12+1.09+0.01
Biggest Drop (1 Day) % -0.71-0.97-0.01
Days Above Avg % 45.9%52.3%38.9%
Extreme Moves days 10 (2.9%)7 (6.4%)3 (3.2%)
Stability Score % 0.0%18.1%0.0%
Trend Strength % 51.6%57.3%61.7%
Recent Momentum (10-day) % +0.27%-5.79%+5.01%
📊 Statistical Measures
Average Price 3.426.260.02
Median Price 3.366.340.02
Price Std Deviation 0.551.590.02
🚀 Returns & Growth
CAGR % -30.15%-94.16%-99.98%
Annualized Return % -30.15%-94.16%-99.98%
Total Return % -28.62%-57.51%-88.79%
⚠️ Risk & Volatility
Daily Volatility % 5.87%5.13%8.76%
Annualized Volatility % 112.19%97.96%167.40%
Max Drawdown % -52.37%-60.01%-89.49%
Sharpe Ratio 0.011-0.126-0.218
Sortino Ratio 0.013-0.132-0.212
Calmar Ratio -0.576-1.569-1.117
Ulcer Index 25.3635.4370.22
📅 Daily Performance
Win Rate % 48.4%42.7%38.3%
Positive Days 1664736
Negative Days 1776358
Best Day % +51.05%+27.69%+25.79%
Worst Day % -20.25%-17.79%-20.84%
Avg Gain (Up Days) % +4.22%+3.22%+6.89%
Avg Loss (Down Days) % -3.83%-3.53%-7.38%
Profit Factor 1.030.680.58
🔥 Streaks & Patterns
Longest Win Streak days 7105
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0330.6800.579
Expectancy % +0.07%-0.65%-1.91%
Kelly Criterion % 0.41%0.00%0.00%
📅 Weekly Performance
Best Week % +34.06%+11.46%+8.67%
Worst Week % -21.91%-22.58%-40.31%
Weekly Win Rate % 50.0%33.3%31.3%
📆 Monthly Performance
Best Month % +45.49%+-0.02%+3.98%
Worst Month % -30.00%-30.45%-61.39%
Monthly Win Rate % 30.8%0.0%20.0%
🔧 Technical Indicators
RSI (14-period) 32.4019.0148.97
Price vs 50-Day MA % -11.30%-23.29%-40.55%
Price vs 200-Day MA % -26.17%N/AN/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 A (A): 0.936 (Strong positive)
ALGO (ALGO) vs MIM (MIM): 0.899 (Strong positive)
A (A) vs MIM (MIM): 0.919 (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
MIM: Kraken
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