FORTH FORTH / ALGO Crypto vs XMLNZ XMLNZ / ALGO Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset FORTH / ALGOXMLNZ / ALGO
📈 Performance Metrics
Start Price 20.43105.38
End Price 11.5934.22
Price Change % -43.29%-67.53%
Period High 20.50105.38
Period Low 8.4524.97
Price Range % 142.8%322.1%
🏆 All-Time Records
All-Time High 20.50105.38
Days Since ATH 341 days343 days
Distance From ATH % -43.5%-67.5%
All-Time Low 8.4524.97
Distance From ATL % +37.2%+37.0%
New ATHs Hit 1 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.11%3.97%
Biggest Jump (1 Day) % +6.40+21.77
Biggest Drop (1 Day) % -4.00-20.78
Days Above Avg % 46.2%36.9%
Extreme Moves days 13 (3.8%)18 (5.2%)
Stability Score % 46.8%86.3%
Trend Strength % 48.4%52.8%
Recent Momentum (10-day) % +1.69%+4.67%
📊 Statistical Measures
Average Price 12.6943.81
Median Price 12.5041.50
Price Std Deviation 1.9411.73
🚀 Returns & Growth
CAGR % -45.31%-69.79%
Annualized Return % -45.31%-69.79%
Total Return % -43.29%-67.53%
⚠️ Risk & Volatility
Daily Volatility % 6.75%6.00%
Annualized Volatility % 129.04%114.65%
Max Drawdown % -58.81%-76.31%
Sharpe Ratio 0.007-0.026
Sortino Ratio 0.008-0.028
Calmar Ratio -0.771-0.915
Ulcer Index 39.2759.48
📅 Daily Performance
Win Rate % 51.6%47.2%
Positive Days 177162
Negative Days 166181
Best Day % +52.98%+50.81%
Worst Day % -30.64%-26.01%
Avg Gain (Up Days) % +3.96%+3.70%
Avg Loss (Down Days) % -4.12%-3.60%
Profit Factor 1.020.92
🔥 Streaks & Patterns
Longest Win Streak days 78
Longest Loss Streak days 610
💹 Trading Metrics
Omega Ratio 1.0240.919
Expectancy % +0.05%-0.15%
Kelly Criterion % 0.29%0.00%
📅 Weekly Performance
Best Week % +32.32%+33.69%
Worst Week % -42.67%-42.53%
Weekly Win Rate % 53.8%50.0%
📆 Monthly Performance
Best Month % +75.54%+58.49%
Worst Month % -52.82%-60.54%
Monthly Win Rate % 61.5%38.5%
🔧 Technical Indicators
RSI (14-period) 44.2848.82
Price vs 50-Day MA % -2.88%-2.74%
Price vs 200-Day MA % -4.51%-9.29%
💰 Volume Analysis
Avg Volume 42,68722,079
Total Volume 14,684,3397,573,070

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).

FORTH (FORTH) vs XMLNZ (XMLNZ): 0.760 (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

FORTH: Kraken
XMLNZ: Kraken
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