INDEX INDEX / ALGO Crypto vs XETHZ XETHZ / ALGO 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 / ALGOXETHZ / ALGO
📈 Performance Metrics
Start Price 22.7823,375.41
End Price 4.6819,088.42
Price Change % -79.46%-18.34%
Period High 25.6723,375.41
Period Low 3.907,134.92
Price Range % 558.4%227.6%
🏆 All-Time Records
All-Time High 25.6723,375.41
Days Since ATH 341 days343 days
Distance From ATH % -81.8%-18.3%
All-Time Low 3.907,134.92
Distance From ATL % +20.1%+167.5%
New ATHs Hit 1 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.78%2.80%
Biggest Jump (1 Day) % +2.88+1,376.72
Biggest Drop (1 Day) % -5.37-4,356.28
Days Above Avg % 38.5%43.3%
Extreme Moves days 15 (4.4%)17 (5.0%)
Stability Score % 9.7%100.0%
Trend Strength % 55.6%46.6%
Recent Momentum (10-day) % -0.69%+2.48%
📊 Statistical Measures
Average Price 7.2212,636.69
Median Price 6.6811,068.38
Price Std Deviation 2.934,103.47
🚀 Returns & Growth
CAGR % -81.53%-19.39%
Annualized Return % -81.53%-19.39%
Total Return % -79.46%-18.34%
⚠️ Risk & Volatility
Daily Volatility % 6.51%4.27%
Annualized Volatility % 124.44%81.59%
Max Drawdown % -84.81%-69.48%
Sharpe Ratio -0.0390.009
Sortino Ratio -0.0440.007
Calmar Ratio -0.961-0.279
Ulcer Index 72.7849.18
📅 Daily Performance
Win Rate % 44.4%53.4%
Positive Days 152183
Negative Days 190160
Best Day % +45.43%+12.25%
Worst Day % -24.20%-26.67%
Avg Gain (Up Days) % +4.64%+2.73%
Avg Loss (Down Days) % -4.17%-3.04%
Profit Factor 0.891.03
🔥 Streaks & Patterns
Longest Win Streak days 59
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 0.8891.026
Expectancy % -0.26%+0.04%
Kelly Criterion % 0.00%0.45%
📅 Weekly Performance
Best Week % +48.15%+18.92%
Worst Week % -44.04%-42.01%
Weekly Win Rate % 50.0%59.6%
📆 Monthly Performance
Best Month % +39.95%+54.04%
Worst Month % -65.08%-64.27%
Monthly Win Rate % 15.4%69.2%
🔧 Technical Indicators
RSI (14-period) 47.9140.92
Price vs 50-Day MA % -5.70%-2.43%
Price vs 200-Day MA % -18.23%+32.61%
💰 Volume Analysis
Avg Volume 416,381113,017
Total Volume 142,818,85138,877,778

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): -0.090 (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

INDEX: Coinbase
XETHZ: Kraken
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