INDEX INDEX / SIS Crypto vs AURORA AURORA / SIS Crypto

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

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Asset INDEX / SISAURORA / SIS
📈 Performance Metrics
Start Price 29.521.45
End Price 13.791.25
Price Change % -53.27%-13.52%
Period High 36.412.53
Period Low 10.530.73
Price Range % 245.8%246.3%
🏆 All-Time Records
All-Time High 36.412.53
Days Since ATH 270 days339 days
Distance From ATH % -62.1%-50.5%
All-Time Low 10.530.73
Distance From ATL % +31.0%+71.5%
New ATHs Hit 4 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.61%4.62%
Biggest Jump (1 Day) % +5.88+0.87
Biggest Drop (1 Day) % -7.83-0.50
Days Above Avg % 49.4%45.5%
Extreme Moves days 14 (4.1%)16 (4.7%)
Stability Score % 69.4%0.0%
Trend Strength % 51.3%54.4%
Recent Momentum (10-day) % -13.53%-15.71%
📊 Statistical Measures
Average Price 22.751.46
Median Price 22.571.41
Price Std Deviation 5.370.29
🚀 Returns & Growth
CAGR % -55.71%-14.36%
Annualized Return % -55.71%-14.36%
Total Return % -53.27%-13.52%
⚠️ Risk & Volatility
Daily Volatility % 6.96%9.08%
Annualized Volatility % 133.06%173.46%
Max Drawdown % -71.08%-71.13%
Sharpe Ratio 0.0010.033
Sortino Ratio 0.0010.050
Calmar Ratio -0.784-0.202
Ulcer Index 39.9243.85
📅 Daily Performance
Win Rate % 48.7%45.6%
Positive Days 166156
Negative Days 175186
Best Day % +51.05%+99.00%
Worst Day % -22.01%-21.45%
Avg Gain (Up Days) % +4.77%+5.45%
Avg Loss (Down Days) % -4.51%-4.02%
Profit Factor 1.001.14
🔥 Streaks & Patterns
Longest Win Streak days 64
Longest Loss Streak days 67
💹 Trading Metrics
Omega Ratio 1.0031.136
Expectancy % +0.01%+0.30%
Kelly Criterion % 0.03%1.36%
📅 Weekly Performance
Best Week % +28.07%+41.09%
Worst Week % -19.99%-28.99%
Weekly Win Rate % 42.3%42.3%
📆 Monthly Performance
Best Month % +28.38%+37.53%
Worst Month % -38.58%-29.49%
Monthly Win Rate % 23.1%30.8%
🔧 Technical Indicators
RSI (14-period) 44.7242.64
Price vs 50-Day MA % -6.15%+10.09%
Price vs 200-Day MA % -29.88%-3.50%
💰 Volume Analysis
Avg Volume 1,395,17942,846,360
Total Volume 477,151,28414,696,301,402

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 AURORA (AURORA): 0.889 (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

INDEX: Coinbase
AURORA: Coinbase
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