| Metric | SPY | ACBKX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 46.0% |
| Cumulative Return | 14.39% | 10.56% |
| CAGR﹪ | 14.51% | 10.65% |
| Sharpe | 0.83 | 5.85 |
| Prob. Sharpe Ratio | 79.61% | 100.0% |
| Smart Sharpe | 0.82 | 5.02 |
| Sortino | 1.22 | 15.69 |
| Smart Sortino | 1.2 | 13.46 |
| Sortino/√2 | 0.86 | 11.1 |
| Smart Sortino/√2 | 0.85 | 9.52 |
| Omega | 1.2 | 10.86 |
| Max Drawdown | -8.88% | -0.17% |
| Max DD Date | 2026-03-30 | 2026-10-13 |
| Max DD Period Start | 2026-01-28 | 2026-10-13 |
| Max DD Period End | 2026-04-13 | 2026-10-15 |
| Longest DD Days | 76 | 11 |
| Volatility (ann.) | 12.86% | 1.1% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 1.63 | 63.67 |
| Skew | -0.02 | 1.25 |
| Kurtosis | 0.78 | 3.71 |
| Ulcer Performance Index | 6.68 | 431.52 |
| Risk-Adjusted Return | 14.51% | 23.14% |
| Risk-Return Ratio | 0.07 | 0.58 |
| Avg. Return | 0.02% | 0.09% |
| Avg. Win | 0.58% | 0.11% |
| Avg. Loss | -0.86% | -0.1% |
| Win/Loss Ratio | 0.67 | 1.04 |
| Profit Ratio | 1.02 | 0.02 |
| Expected Daily | 0.05% | 0.04% |
| Expected Monthly | 1.04% | 0.78% |
| Expected Yearly | 6.95% | 5.15% |
| Kelly Criterion | -19.66% | 81.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.07% |
| Expected Shortfall (cVaR) | -1.66% | -0.1% |
| Max Consecutive Wins | 7 | 4 |
| Max Consecutive Losses | 4 | 1 |
| Gain/Pain Ratio | 0.2 | 9.86 |
| Gain/Pain (1M) | 1.83 | - |
| Payoff Ratio | 0.67 | 1.04 |
| Profit Factor | 1.2 | 10.86 |
| Common Sense Ratio | 1.19 | - |
| CPC Index | 0.42 | 10.22 |
| Tail Ratio | 0.99 | - |
| Outlier Win Ratio | 2.84 | 5.59 |
| Outlier Loss Ratio | 3.01 | 0.98 |
| MTD | 1.47% | 0.08% |
| 3M | 1.46% | 4.88% |
| 6M | 6.94% | 7.69% |
| YTD | 13.33% | 9.45% |
| 1Y | 14.39% | 10.56% |
| 3Y (ann.) | 14.51% | 10.65% |
| 5Y (ann.) | 14.51% | 10.65% |
| 10Y (ann.) | 14.51% | 10.65% |
| All-time (ann.) | 14.51% | 10.65% |
| Best Day | 2.91% | 0.35% |
| Worst Day | -2.58% | -0.17% |
| Best Month | 10.51% | 1.92% |
| Worst Month | -4.94% | 0.08% |
| Best Year | 13.33% | 9.45% |
| Worst Year | 0.94% | 1.01% |
| Avg. Drawdown | -1.74% | -0.09% |
| Avg. Drawdown Days | 14 | 3 |
| Recovery Factor | 1.61 | 60.07 |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 0.94 | 301.97 |
| Avg. Up Month | 2.8% | 0.68% |
| Avg. Down Month | - | - |
| Win Days | 52.0% | 90.35% |
| Win Month | 61.54% | 100.0% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.0 |
| Alpha | - | 0.1 |
| Correlation | - | -0.06% |
| Treynor Ratio | - | -200182.71% |
| Year | SPY | ACBKX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 1.01 | 1.07 | + |
| 2026 | 13.33 | 9.45 | 0.71 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-10-13 | 2026-10-15 | -0.17 | 3 |
| 2025-12-12 | 2025-12-12 | -0.09 | 1 |
| 2025-12-22 | 2025-12-22 | -0.09 | 1 |
| 2026-01-09 | 2026-01-16 | -0.09 | 8 |
| 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 | 2026-03-31 | -0.09 | 5 |
| 2026-04-10 | 2026-04-10 | -0.09 | 1 |
| 2026-04-17 | 2026-04-27 | -0.09 | 11 |