Historical Analysis

Return Distributions & Statistical Analysis

Data Source
Current Value
-USD
-
All-Time High
-USD
-
Daily Avg Return
-
Annualized: -
Daily Volatility ? Volatility (Std Dev)
Standard deviation of returns, measuring price fluctuation. Higher = more volatile. Annualized by multiplying by √252 (trading days).
-%
Annualized: -%
Sharpe Ratio ? Sharpe Ratio
Risk-adjusted return metric. Calculated as (mean return - risk-free rate) / volatility. Higher values indicate better risk-adjusted performance. > 1 is good, > 2 is very good.
-
Risk-adjusted return
Positive Days
-%
Percent of days up
RETURN DISTRIBUTION ANALYSIS
Returns Distribution with Best Fit Loading...
Period
Observed Best Fit
Best Fit: — AIC: — KS p-value: —
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Distribution Fit Comparison
Distribution AIC ? Akaike Information Criterion
Lower = better model fit. Balances fit quality vs complexity. 		BIC ? Bayesian Information Criterion
Like AIC but penalizes complexity more. Lower = better. 		KS Stat ? Kolmogorov-Smirnov
Max difference from theoretical dist. Lower = better fit. 		p-value ? KS p-value
p > 0.05 suggests good fit. Higher = more confidence. 		Fit ? Quality
Good: p>0.05 | Fair: p>0.01 | Poor: p≤0.01
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PERFORMANCE ANALYSIS
Performance by Time Horizon
Period Total Return CAGR Max Drawdown Start Value End Value
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Returns Over Time Loading...
PROBABILITY ANALYSIS
Annual Return Probabilities Based on rolling 1-year returns
Upside
Positive -
> 10% -
> 50% -
> 100% -
Downside
Negative -
< -10% -
< -25% -
< -50% -
Sample size: - annual periods
Return Statistics by Period
Statistic Daily Monthly Annually
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Return Distribution Statistics
Skewness ? Skewness
Measures asymmetry of return distribution.
• Positive: more extreme gains possible
• Negative: more extreme losses possible
• Near 0: symmetric distribution
-
-
Kurtosis ? Excess Kurtosis
Measures tail thickness vs normal distribution.
• > 0 (Fat tails): more extreme events likely
• < 0 (Thin tails): fewer extremes
• Near 0: normal-like tails
-
-
Median Return
-
Daily median
5th Percentile
-
VaR 95%
95th Percentile
-
Upside capture
MONTE CARLO FORECAST
📈 Historical + 3-Year Projection Simulating...
Simulations
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Historical Median 95% CI 50% CI
Projection Statistics
3Y Median
—
50th percentile outcome
95% Range
—
5th to 95th percentile
P(>2x)
—
Probability of doubling
P(<0.5x)
—
Probability of halving
3-Year Return Distribution
Simulation Statistics
Current Value
—
3Y Median
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3Y Mean
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5th Percentile
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25th Percentile
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75th Percentile
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95th Percentile
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Distribution
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