XMLNZ XMLNZ / ALGO Crypto vs INDEX INDEX / ALGO Crypto

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

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Asset XMLNZ / ALGOINDEX / ALGO
📈 Performance Metrics
Start Price 103.7623.24
End Price 36.534.65
Price Change % -64.80%-80.00%
Period High 103.7623.24
Period Low 24.973.90
Price Range % 315.6%496.2%
🏆 All-Time Records
All-Time High 103.7623.24
Days Since ATH 343 days341 days
Distance From ATH % -64.8%-80.0%
All-Time Low 24.973.90
Distance From ATL % +46.3%+19.2%
New ATHs Hit 0 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.02%4.64%
Biggest Jump (1 Day) % +21.77+1.99
Biggest Drop (1 Day) % -20.78-5.37
Days Above Avg % 37.8%41.8%
Extreme Moves days 18 (5.2%)14 (4.1%)
Stability Score % 86.1%8.0%
Trend Strength % 52.5%56.0%
Recent Momentum (10-day) % +1.75%+1.83%
📊 Statistical Measures
Average Price 43.417.00
Median Price 41.476.63
Price Std Deviation 10.782.35
🚀 Returns & Growth
CAGR % -67.08%-82.14%
Annualized Return % -67.08%-82.14%
Total Return % -64.80%-80.00%
⚠️ Risk & Volatility
Daily Volatility % 6.01%6.45%
Annualized Volatility % 114.90%123.14%
Max Drawdown % -75.94%-83.23%
Sharpe Ratio -0.022-0.042
Sortino Ratio -0.024-0.047
Calmar Ratio -0.883-0.987
Ulcer Index 59.0870.58
📅 Daily Performance
Win Rate % 47.5%44.0%
Positive Days 163150
Negative Days 180191
Best Day % +50.81%+45.43%
Worst Day % -26.01%-24.20%
Avg Gain (Up Days) % +3.72%+4.62%
Avg Loss (Down Days) % -3.61%-4.11%
Profit Factor 0.930.88
🔥 Streaks & Patterns
Longest Win Streak days 85
Longest Loss Streak days 106
💹 Trading Metrics
Omega Ratio 0.9320.883
Expectancy % -0.13%-0.27%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +33.69%+48.15%
Worst Week % -42.53%-44.04%
Weekly Win Rate % 50.0%50.0%
📆 Monthly Performance
Best Month % +58.49%+39.95%
Worst Month % -59.92%-65.76%
Monthly Win Rate % 38.5%15.4%
🔧 Technical Indicators
RSI (14-period) 55.9651.78
Price vs 50-Day MA % +3.57%-6.21%
Price vs 200-Day MA % -2.70%-18.22%
💰 Volume Analysis
Avg Volume 22,252407,968
Total Volume 7,632,396139,525,157

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).

XMLNZ (XMLNZ) vs INDEX (INDEX): 0.926 (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

XMLNZ: Kraken
INDEX: Coinbase
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