ATOM ATOM / SIS Crypto vs A A / SIS Crypto vs IMX IMX / 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 ATOM / SISA / SISIMX / SIS
📈 Performance Metrics
Start Price 46.198.5512.34
End Price 41.033.936.97
Price Change % -11.16%-53.96%-43.55%
Period High 91.649.0816.64
Period Low 41.033.936.06
Price Range % 123.3%130.8%174.5%
🏆 All-Time Records
All-Time High 91.649.0816.64
Days Since ATH 152 days57 days319 days
Distance From ATH % -55.2%-56.7%-58.1%
All-Time Low 41.033.936.06
Distance From ATL % +0.0%+0.0%+14.9%
New ATHs Hit 16 times4 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.40%2.72%4.51%
Biggest Jump (1 Day) % +17.54+0.35+2.49
Biggest Drop (1 Day) % -14.97-0.76-2.60
Days Above Avg % 49.9%50.6%46.1%
Extreme Moves days 18 (5.3%)6 (7.7%)20 (5.8%)
Stability Score % 92.7%48.4%41.9%
Trend Strength % 46.5%53.8%51.5%
Recent Momentum (10-day) % -9.62%-13.30%-10.59%
📊 Statistical Measures
Average Price 67.357.0310.02
Median Price 67.197.069.77
Price Std Deviation 10.311.192.01
🚀 Returns & Growth
CAGR % -11.87%-97.35%-45.68%
Annualized Return % -11.87%-97.35%-45.68%
Total Return % -11.16%-53.96%-43.55%
⚠️ Risk & Volatility
Daily Volatility % 4.91%3.63%5.82%
Annualized Volatility % 93.89%69.29%111.23%
Max Drawdown % -55.23%-56.67%-63.57%
Sharpe Ratio 0.018-0.2540.001
Sortino Ratio 0.017-0.2020.001
Calmar Ratio -0.215-1.718-0.719
Ulcer Index 23.6625.6641.26
📅 Daily Performance
Win Rate % 53.5%46.2%48.5%
Positive Days 18336166
Negative Days 15942176
Best Day % +28.28%+5.38%+18.92%
Worst Day % -18.82%-12.32%-19.19%
Avg Gain (Up Days) % +3.32%+2.03%+4.57%
Avg Loss (Down Days) % -3.63%-3.45%-4.30%
Profit Factor 1.050.501.00
🔥 Streaks & Patterns
Longest Win Streak days 5109
Longest Loss Streak days 776
💹 Trading Metrics
Omega Ratio 1.0510.5041.002
Expectancy % +0.09%-0.92%+0.00%
Kelly Criterion % 0.72%0.00%0.02%
📅 Weekly Performance
Best Week % +45.93%+11.46%+36.32%
Worst Week % -21.73%-22.58%-25.52%
Weekly Win Rate % 54.9%41.7%49.0%
📆 Monthly Performance
Best Month % +34.67%+-10.10%+37.10%
Worst Month % -27.98%-30.45%-27.88%
Monthly Win Rate % 41.7%0.0%33.3%
🔧 Technical Indicators
RSI (14-period) 17.9215.0930.02
Price vs 50-Day MA % -33.08%-38.06%-21.71%
Price vs 200-Day MA % -42.64%N/A-22.20%

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).

ATOM (ATOM) vs A (A): 0.942 (Strong positive)
ATOM (ATOM) vs IMX (IMX): -0.106 (Weak)
A (A) vs IMX (IMX): -0.090 (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

ATOM: Kraken
A: Kraken
IMX: Kraken
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