| Metric | SPY | ACBKX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 47.0% |
| Cumulative Return | 18.6% | 6.38% |
| CAGR﹪ | 40.67% | 13.17% |
| Sharpe | 2.32 | 7.48 |
| Prob. Sharpe Ratio | 95.04% | 100.0% |
| Smart Sharpe | 2.3 | 6.54 |
| Sortino | 3.78 | 29.29 |
| Smart Sortino | 3.75 | 25.6 |
| Sortino/√2 | 2.67 | 20.71 |
| Smart Sortino/√2 | 2.65 | 18.1 |
| Omega | 1.54 | 24.02 |
| Max Drawdown | -4.49% | -0.09% |
| Max DD Date | 2026-06-10 | 2026-03-27 |
| Max DD Period Start | 2026-06-03 | 2026-03-27 |
| Max DD Period End | 2026-07-31 | 2026-03-31 |
| Longest DD Days | 59 | 5 |
| Volatility (ann.) | 13.55% | 1.21% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.11 | -0.11 |
| Calmar | 9.05 | 146.66 |
| Skew | 0.1 | 1.64 |
| Kurtosis | 1.12 | 3.66 |
| Ulcer Performance Index | 11.86 | 397.97 |
| Risk-Adjusted Return | 40.67% | 28.01% |
| Risk-Return Ratio | 0.16 | 0.64 |
| Avg. Return | 0.1% | 0.11% |
| Avg. Win | 0.6% | 0.12% |
| Avg. Loss | -0.89% | -0.09% |
| Win/Loss Ratio | 0.68 | 1.36 |
| Profit Ratio | 1.12 | 0.01 |
| Expected Daily | 0.14% | 0.05% |
| Expected Monthly | 2.47% | 0.89% |
| Expected Yearly | 18.6% | 6.38% |
| Kelly Criterion | -13.44% | 91.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -0.08% |
| Expected Shortfall (cVaR) | -1.77% | -0.09% |
| Max Consecutive Wins | 7 | 3 |
| Max Consecutive Losses | 4 | 1 |
| Gain/Pain Ratio | 0.54 | 23.02 |
| Gain/Pain (1M) | 10.92 | - |
| Payoff Ratio | 0.68 | 1.36 |
| Profit Factor | 1.54 | 24.02 |
| Common Sense Ratio | 2.01 | - |
| CPC Index | 0.57 | 30.88 |
| Tail Ratio | 1.3 | - |
| Outlier Win Ratio | 3.21 | 6.17 |
| Outlier Loss Ratio | 3.16 | 1.0 |
| MTD | 1.08% | 1.2% |
| 3M | 3.82% | 4.78% |
| 6M | 18.6% | 6.38% |
| YTD | 18.6% | 6.38% |
| 1Y | 18.6% | 6.38% |
| 3Y (ann.) | 40.67% | 13.17% |
| 5Y (ann.) | 40.67% | 13.17% |
| 10Y (ann.) | 40.67% | 13.17% |
| All-time (ann.) | 40.67% | 13.17% |
| Best Day | 2.91% | 0.35% |
| Worst Day | -2.58% | -0.09% |
| Best Month | 10.51% | 1.92% |
| Worst Month | -1.03% | 0.09% |
| Best Year | 18.6% | 6.38% |
| Worst Year | 18.6% | 6.38% |
| Avg. Drawdown | -1.13% | -0.09% |
| Avg. Drawdown Days | 9 | 3 |
| Recovery Factor | 3.9 | 68.95 |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 2.75 | 329.1 |
| Avg. Up Month | 3.91% | 1.01% |
| Avg. Down Month | - | - |
| Win Days | 53.97% | 94.83% |
| Win Month | 71.43% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.0 |
| Alpha | - | 0.12 |
| Correlation | - | 0.67% |
| Treynor Ratio | - | 10695.51% |
| Year | SPY | ACBKX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 6.38 | 0.34 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-27 | 2026-03-31 | -0.09 | 5 |
| 2026-04-10 | 2026-04-10 | -0.09 | 1 |
| 2026-04-17 | 2026-04-20 | -0.09 | 4 |