ZK ZK / USD Crypto vs SPX SPX / USD 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 ZK / USDSPX / USD

📈 Performance Metrics

Start Price 0.210.81

End Price 0.030.48

Price Change % -85.99%-41.25%

Period High 0.222.15

Period Low 0.030.29

Price Range % 779.3%630.5%

🏆 All-Time Records

All-Time High 0.222.15

Days Since ATH 330 days128 days

Distance From ATH % -87.2%-77.8%

All-Time Low 0.030.29

Distance From ATL % +12.9%+61.8%

New ATHs Hit 4 times17 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.58%6.60%

Biggest Jump (1 Day) % +0.01+0.51

Biggest Drop (1 Day) % -0.02-0.66

Days Above Avg % 25.3%47.4%

Extreme Moves days 17 (5.0%)14 (4.1%)

Stability Score % 0.0%0.0%

Trend Strength % 54.5%50.4%

Recent Momentum (10-day) % -14.33%-21.02%

📊 Statistical Measures

Average Price 0.070.97

Median Price 0.060.89

Price Std Deviation 0.040.44

🚀 Returns & Growth

CAGR % -87.65%-43.22%

Annualized Return % -87.65%-43.22%

Total Return % -85.99%-41.25%

⚠️ Risk & Volatility

Daily Volatility % 5.94%9.24%

Annualized Volatility % 113.58%176.53%

Max Drawdown % -88.63%-81.05%

Sharpe Ratio -0.0670.030

Sortino Ratio -0.0690.031

Calmar Ratio -0.989-0.533

Ulcer Index 69.6350.59

📅 Daily Performance

Win Rate % 45.0%49.4%

Positive Days 153169

Negative Days 187173

Best Day % +23.63%+50.65%

Worst Day % -15.50%-42.12%

Avg Gain (Up Days) % +4.66%+7.21%

Avg Loss (Down Days) % -4.54%-6.50%

Profit Factor 0.841.08

🔥 Streaks & Patterns

Longest Win Streak days 77

Longest Loss Streak days 86

💹 Trading Metrics

Omega Ratio 0.8401.083

Expectancy % -0.40%+0.27%

Kelly Criterion % 0.00%0.59%

📅 Weekly Performance

Best Week % +42.87%+59.05%

Worst Week % -22.42%-36.02%

Weekly Win Rate % 38.5%53.8%

📆 Monthly Performance

Best Month % +17.84%+83.09%

Worst Month % -29.94%-49.47%

Monthly Win Rate % 23.1%53.8%

🔧 Technical Indicators

RSI (14-period) 34.6328.19

Price vs 50-Day MA % -28.32%-19.57%

Price vs 200-Day MA % -44.69%-58.72%

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).

ZK (ZK) vs SPX (SPX):	0.081 (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

ZK: Kraken
SPX: Kraken