| Metric | SPY | ACBKX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 46.0% |
| Cumulative Return | 17.87% | 10.49% |
| CAGR﹪ | 18.02% | 10.57% |
| Sharpe | 1.04 | 5.75 |
| Prob. Sharpe Ratio | 84.73% | 100.0% |
| Smart Sharpe | 1.01 | 5.0 |
| Sortino | 1.51 | 15.8 |
| Smart Sortino | 1.47 | 13.74 |
| Sortino/√2 | 1.07 | 11.18 |
| Smart Sortino/√2 | 1.04 | 9.72 |
| Omega | 1.25 | 11.67 |
| Max Drawdown | -8.88% | -0.09% |
| Max DD Date | 2026-03-30 | 2025-12-12 |
| Max DD Period Start | 2026-01-28 | 2025-12-12 |
| Max DD Period End | 2026-04-13 | 2025-12-12 |
| Longest DD Days | 76 | 4 |
| Volatility (ann.) | 12.99% | 1.08% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 2.03 | 115.99 |
| Skew | -0.15 | 1.4 |
| Kurtosis | 1.05 | 3.87 |
| Ulcer Performance Index | 8.3 | 489.62 |
| Risk-Adjusted Return | 18.02% | 22.99% |
| Risk-Return Ratio | 0.08 | 0.59 |
| Avg. Return | 0.11% | 0.09% |
| Avg. Win | 0.58% | 0.11% |
| Avg. Loss | -1.03% | -0.09% |
| Win/Loss Ratio | 0.56 | 1.19 |
| Profit Ratio | 0.94 | 0.02 |
| Expected Daily | 0.07% | 0.04% |
| Expected Monthly | 1.27% | 0.77% |
| Expected Yearly | 8.57% | 5.11% |
| Kelly Criterion | -28.76% | 82.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.07% |
| Expected Shortfall (cVaR) | -1.72% | -0.09% |
| Max Consecutive Wins | 7 | 4 |
| Max Consecutive Losses | 4 | 1 |
| Gain/Pain Ratio | 0.25 | 10.67 |
| Gain/Pain (1M) | 2.6 | - |
| Payoff Ratio | 0.56 | 1.19 |
| Profit Factor | 1.25 | 11.67 |
| Common Sense Ratio | 1.24 | - |
| CPC Index | 0.38 | 12.57 |
| Tail Ratio | 0.99 | - |
| Outlier Win Ratio | 2.88 | 5.66 |
| Outlier Loss Ratio | 3.19 | 1.06 |
| MTD | 1.08% | 1.2% |
| 3M | 3.82% | 4.78% |
| 6M | 19.85% | 6.47% |
| YTD | 14.3% | 7.64% |
| 1Y | 17.87% | 10.49% |
| 3Y (ann.) | 18.02% | 10.57% |
| 5Y (ann.) | 18.02% | 10.57% |
| 10Y (ann.) | 18.02% | 10.57% |
| All-time (ann.) | 18.02% | 10.57% |
| Best Day | 2.91% | 0.35% |
| Worst Day | -2.7% | -0.09% |
| Best Month | 10.51% | 1.92% |
| Worst Month | -4.94% | 0.36% |
| Best Year | 14.3% | 7.64% |
| Worst Year | 3.13% | 2.65% |
| Avg. Drawdown | -1.71% | -0.09% |
| Avg. Drawdown Days | 13 | 2 |
| Recovery Factor | 1.94 | 109.47 |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 1.16 | 353.86 |
| Avg. Up Month | 2.41% | 0.81% |
| Avg. Down Month | - | - |
| Win Days | 53.6% | 90.27% |
| Win Month | 76.92% | 100.0% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.0 |
| Alpha | - | 0.1 |
| Correlation | - | 4.85% |
| Treynor Ratio | - | 2598.44% |
| Year | SPY | ACBKX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 2.65 | 0.85 | - |
| 2026 | 14.30 | 7.64 | 0.53 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-12 | 2025-12-12 | -0.09 | 1 |
| 2025-12-22 | 2025-12-22 | -0.09 | 1 |
| 2026-01-09 | 2026-01-09 | -0.09 | 1 |
| 2026-02-20 | 2026-02-20 | -0.09 | 1 |
| 2026-03-03 | 2026-03-06 | -0.09 | 4 |
| 2026-03-20 | 2026-03-20 | -0.09 | 1 |
| 2026-03-27 | 2026-03-27 | -0.09 | 1 |
| 2026-04-10 | 2026-04-10 | -0.09 | 1 |
| 2026-04-17 | 2026-04-20 | -0.09 | 4 |
| 2025-10-27 | 2025-10-27 | -0.08 | 1 |