ALGO ALGO / SIS Crypto vs JOE JOE / 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 / SISJOE / SIS
📈 Performance Metrics
Start Price 2.292.98
End Price 2.311.31
Price Change % +1.02%-56.24%
Period High 4.612.98
Period Low 2.201.17
Price Range % 109.9%154.5%
🏆 All-Time Records
All-Time High 4.612.98
Days Since ATH 208 days139 days
Distance From ATH % -49.8%-56.2%
All-Time Low 2.201.17
Distance From ATL % +5.3%+11.4%
New ATHs Hit 14 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.85%5.13%
Biggest Jump (1 Day) % +1.12+0.52
Biggest Drop (1 Day) % -0.60-0.88
Days Above Avg % 46.2%59.3%
Extreme Moves days 10 (2.9%)6 (4.3%)
Stability Score % 0.0%0.0%
Trend Strength % 48.7%51.1%
Recent Momentum (10-day) % -11.57%-9.63%
📊 Statistical Measures
Average Price 3.402.11
Median Price 3.352.28
Price Std Deviation 0.570.48
🚀 Returns & Growth
CAGR % +1.09%-88.58%
Annualized Return % +1.09%-88.58%
Total Return % +1.02%-56.24%
⚠️ Risk & Volatility
Daily Volatility % 5.73%7.20%
Annualized Volatility % 109.41%137.53%
Max Drawdown % -52.37%-60.71%
Sharpe Ratio 0.028-0.046
Sortino Ratio 0.032-0.046
Calmar Ratio 0.021-1.459
Ulcer Index 26.0133.39
📅 Daily Performance
Win Rate % 48.7%48.9%
Positive Days 16768
Negative Days 17671
Best Day % +51.05%+32.62%
Worst Day % -18.37%-29.55%
Avg Gain (Up Days) % +4.19%+4.93%
Avg Loss (Down Days) % -3.67%-5.37%
Profit Factor 1.080.88
🔥 Streaks & Patterns
Longest Win Streak days 75
Longest Loss Streak days 77
💹 Trading Metrics
Omega Ratio 1.0840.879
Expectancy % +0.16%-0.33%
Kelly Criterion % 1.03%0.00%
📅 Weekly Performance
Best Week % +34.06%+16.57%
Worst Week % -21.91%-31.99%
Weekly Win Rate % 49.1%40.9%
📆 Monthly Performance
Best Month % +45.49%+19.15%
Worst Month % -30.00%-30.48%
Monthly Win Rate % 38.5%16.7%
🔧 Technical Indicators
RSI (14-period) 40.8149.00
Price vs 50-Day MA % -13.98%-15.91%
Price vs 200-Day MA % -29.97%N/A
💰 Volume Analysis
Avg Volume 93,282,9722,299,031
Total Volume 32,089,342,528317,266,245

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 JOE (JOE): 0.838 (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
JOE: Kraken
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