SPK SPK / ALEPH Crypto vs MDAO MDAO / ALEPH 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 SPK / ALEPHMDAO / ALEPH
📈 Performance Metrics
Start Price 0.800.40
End Price 0.630.27
Price Change % -21.45%-33.42%
Period High 2.170.70
Period Low 0.350.27
Price Range % 517.5%161.8%
🏆 All-Time Records
All-Time High 2.170.70
Days Since ATH 79 days36 days
Distance From ATH % -71.0%-61.7%
All-Time Low 0.350.27
Distance From ATL % +79.4%+0.2%
New ATHs Hit 4 times16 times
📌 Easy-to-Understand Stats
Avg Daily Change % 8.97%5.16%
Biggest Jump (1 Day) % +1.14+0.17
Biggest Drop (1 Day) % -0.76-0.15
Days Above Avg % 38.1%42.7%
Extreme Moves days 4 (3.6%)16 (4.7%)
Stability Score % 0.0%0.0%
Trend Strength % 54.5%49.6%
Recent Momentum (10-day) % -1.32%-11.73%
📊 Statistical Measures
Average Price 0.870.43
Median Price 0.800.42
Price Std Deviation 0.320.08
🚀 Returns & Growth
CAGR % -54.46%-35.30%
Annualized Return % -54.46%-35.30%
Total Return % -21.45%-33.42%
⚠️ Risk & Volatility
Daily Volatility % 15.88%7.37%
Annualized Volatility % 303.32%140.88%
Max Drawdown % -71.92%-61.81%
Sharpe Ratio 0.0490.021
Sortino Ratio 0.0790.022
Calmar Ratio -0.757-0.571
Ulcer Index 53.1826.53
📅 Daily Performance
Win Rate % 45.5%50.4%
Positive Days 51172
Negative Days 61169
Best Day % +110.92%+37.08%
Worst Day % -35.00%-35.56%
Avg Gain (Up Days) % +10.30%+5.24%
Avg Loss (Down Days) % -7.19%-5.03%
Profit Factor 1.201.06
🔥 Streaks & Patterns
Longest Win Streak days 67
Longest Loss Streak days 69
💹 Trading Metrics
Omega Ratio 1.1971.061
Expectancy % +0.77%+0.15%
Kelly Criterion % 1.04%0.57%
📅 Weekly Performance
Best Week % +71.01%+31.42%
Worst Week % -32.04%-29.25%
Weekly Win Rate % 44.4%46.2%
📆 Monthly Performance
Best Month % +76.34%+73.06%
Worst Month % -27.86%-21.68%
Monthly Win Rate % 33.3%38.5%
🔧 Technical Indicators
RSI (14-period) 38.1141.00
Price vs 50-Day MA % -20.29%-49.49%
Price vs 200-Day MA % N/A-38.96%

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).

SPK (SPK) vs MDAO (MDAO): -0.316 (Moderate negative)

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

SPK: Kraken
MDAO: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures