INDEX INDEX / USD Crypto vs XETHZ XETHZ / 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 INDEX / USDXETHZ / USD
📈 Performance Metrics
Start Price 4.073,954.50
End Price 0.603,067.75
Price Change % -85.26%-22.42%
Period High 4.154,830.00
Period Low 0.591,471.99
Price Range % 603.4%228.1%
🏆 All-Time Records
All-Time High 4.154,830.00
Days Since ATH 340 days93 days
Distance From ATH % -85.5%-36.5%
All-Time Low 0.591,471.99
Distance From ATL % +1.7%+108.4%
New ATHs Hit 1 times6 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.18%2.77%
Biggest Jump (1 Day) % +0.52+606.27
Biggest Drop (1 Day) % -0.40-649.19
Days Above Avg % 31.0%48.0%
Extreme Moves days 19 (5.6%)17 (5.0%)
Stability Score % 0.0%99.9%
Trend Strength % 54.3%49.6%
Recent Momentum (10-day) % -1.59%+4.09%
📊 Statistical Measures
Average Price 1.563,037.86
Median Price 1.303,006.28
Price Std Deviation 0.76871.06
🚀 Returns & Growth
CAGR % -87.12%-23.68%
Annualized Return % -87.12%-23.68%
Total Return % -85.26%-22.42%
⚠️ Risk & Volatility
Daily Volatility % 5.62%4.02%
Annualized Volatility % 107.36%76.79%
Max Drawdown % -85.78%-63.09%
Sharpe Ratio -0.0720.002
Sortino Ratio -0.0780.002
Calmar Ratio -1.016-0.375
Ulcer Index 65.1133.65
📅 Daily Performance
Win Rate % 40.5%50.4%
Positive Days 126173
Negative Days 185170
Best Day % +34.68%+21.91%
Worst Day % -18.18%-14.78%
Avg Gain (Up Days) % +4.81%+2.78%
Avg Loss (Down Days) % -4.02%-2.82%
Profit Factor 0.811.00
🔥 Streaks & Patterns
Longest Win Streak days 59
Longest Loss Streak days 86
💹 Trading Metrics
Omega Ratio 0.8141.004
Expectancy % -0.44%+0.01%
Kelly Criterion % 0.00%0.08%
📅 Weekly Performance
Best Week % +19.05%+38.23%
Worst Week % -24.58%-17.83%
Weekly Win Rate % 36.5%50.9%
📆 Monthly Performance
Best Month % +22.86%+53.72%
Worst Month % -34.40%-28.24%
Monthly Win Rate % 23.1%38.5%
🔧 Technical Indicators
RSI (14-period) 46.4463.01
Price vs 50-Day MA % -19.64%-7.27%
Price vs 200-Day MA % -45.97%-10.01%
💰 Volume Analysis
Avg Volume 93,00327,009
Total Volume 31,806,8939,291,252

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).

INDEX (INDEX) vs XETHZ (XETHZ): 0.017 (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

INDEX: Coinbase
XETHZ: Kraken
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