XETHZ XETHZ / USD Crypto vs SLF SLF / USD Crypto

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

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Asset XETHZ / USDSLF / USD
📈 Performance Metrics
Start Price 3,987.530.40
End Price 2,971.670.02
Price Change % -25.48%-94.82%
Period High 4,830.000.40
Period Low 1,471.990.02
Price Range % 228.1%1,832.2%
🏆 All-Time Records
All-Time High 4,830.000.40
Days Since ATH 94 days275 days
Distance From ATH % -38.5%-94.8%
All-Time Low 1,471.990.02
Distance From ATL % +101.9%+0.0%
New ATHs Hit 5 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.78%4.48%
Biggest Jump (1 Day) % +606.27+0.06
Biggest Drop (1 Day) % -649.19-0.04
Days Above Avg % 47.4%58.3%
Extreme Moves days 17 (5.0%)8 (2.9%)
Stability Score % 99.9%0.0%
Trend Strength % 49.9%56.0%
Recent Momentum (10-day) % +3.47%+4.64%
📊 Statistical Measures
Average Price 3,034.700.17
Median Price 2,990.980.20
Price Std Deviation 869.660.09
🚀 Returns & Growth
CAGR % -26.87%-98.04%
Annualized Return % -26.87%-98.04%
Total Return % -25.48%-94.82%
⚠️ Risk & Volatility
Daily Volatility % 4.02%10.36%
Annualized Volatility % 76.86%197.88%
Max Drawdown % -63.09%-94.82%
Sharpe Ratio -0.001-0.061
Sortino Ratio -0.001-0.082
Calmar Ratio -0.426-1.034
Ulcer Index 33.7260.66
📅 Daily Performance
Win Rate % 50.1%43.8%
Positive Days 172120
Negative Days 171154
Best Day % +21.91%+106.67%
Worst Day % -14.78%-38.55%
Avg Gain (Up Days) % +2.79%+5.34%
Avg Loss (Down Days) % -2.82%-5.28%
Profit Factor 1.000.79
🔥 Streaks & Patterns
Longest Win Streak days 94
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 0.9960.787
Expectancy % -0.01%-0.63%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +38.23%+144.40%
Worst Week % -17.83%-46.53%
Weekly Win Rate % 53.8%31.7%
📆 Monthly Performance
Best Month % +53.72%+-0.45%
Worst Month % -28.24%-59.85%
Monthly Win Rate % 38.5%0.0%
🔧 Technical Indicators
RSI (14-period) 49.7552.30
Price vs 50-Day MA % -9.27%-62.91%
Price vs 200-Day MA % -12.91%-85.24%
💰 Volume Analysis
Avg Volume 27,09842,270,399
Total Volume 9,321,79811,666,630,232

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).

XETHZ (XETHZ) vs SLF (SLF): -0.427 (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

XETHZ: Kraken
SLF: Binance
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