ALGO ALGO / SPK Crypto vs ALGO ALGO / SPK Crypto vs GLM GLM / USD 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 / SPKALGO / SPKGLM / USD
📈 Performance Metrics
Start Price 4.144.140.34
End Price 4.714.710.24
Price Change % +13.85%+13.85%-28.87%
Period High 9.569.560.53
Period Low 1.521.520.17
Price Range % 530.0%530.0%210.8%
🏆 All-Time Records
All-Time High 9.569.560.53
Days Since ATH 99 days99 days320 days
Distance From ATH % -50.7%-50.7%-54.6%
All-Time Low 1.521.520.17
Distance From ATL % +210.5%+210.5%+41.1%
New ATHs Hit 15 times15 times12 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.40%6.40%3.75%
Biggest Jump (1 Day) % +1.59+1.59+0.14
Biggest Drop (1 Day) % -2.81-2.81-0.09
Days Above Avg % 40.9%40.9%33.0%
Extreme Moves days 8 (6.3%)8 (6.3%)12 (3.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 65.1%65.1%46.6%
Recent Momentum (10-day) % -2.38%-2.38%+5.99%
📊 Statistical Measures
Average Price 4.234.230.29
Median Price 4.054.050.26
Price Std Deviation 1.451.450.07
🚀 Returns & Growth
CAGR % +45.62%+45.62%-30.55%
Annualized Return % +45.62%+45.62%-30.55%
Total Return % +13.85%+13.85%-28.87%
⚠️ Risk & Volatility
Daily Volatility % 10.98%10.98%5.53%
Annualized Volatility % 209.79%209.79%105.58%
Max Drawdown % -84.13%-84.13%-67.82%
Sharpe Ratio 0.0700.0700.008
Sortino Ratio 0.0580.0580.009
Calmar Ratio 0.5420.542-0.450
Ulcer Index 53.9853.9847.47
📅 Daily Performance
Win Rate % 65.1%65.1%53.0%
Positive Days 8282179
Negative Days 4444159
Best Day % +58.32%+58.32%+52.56%
Worst Day % -54.27%-54.27%-20.55%
Avg Gain (Up Days) % +5.54%+5.54%+3.50%
Avg Loss (Down Days) % -8.11%-8.11%-3.84%
Profit Factor 1.271.271.02
🔥 Streaks & Patterns
Longest Win Streak days 998
Longest Loss Streak days 446
💹 Trading Metrics
Omega Ratio 1.2721.2721.025
Expectancy % +0.77%+0.77%+0.04%
Kelly Criterion % 1.71%1.71%0.33%
📅 Weekly Performance
Best Week % +48.57%+48.57%+53.15%
Worst Week % -37.34%-37.34%-21.79%
Weekly Win Rate % 65.0%65.0%51.9%
📆 Monthly Performance
Best Month % +54.52%+54.52%+46.15%
Worst Month % -45.80%-45.80%-27.38%
Monthly Win Rate % 66.7%66.7%38.5%
🔧 Technical Indicators
RSI (14-period) 48.3448.3457.07
Price vs 50-Day MA % +10.36%+10.36%+7.34%
Price vs 200-Day MA % N/AN/A-1.52%
💰 Volume Analysis
Avg Volume 117,505,048117,505,048822,223
Total Volume 14,923,141,13614,923,141,136281,200,327

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 GLM (GLM): -0.015 (Weak)
ALGO (ALGO) vs GLM (GLM): -0.015 (Weak)

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
GLM: Coinbase
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