| Metric | SPY | ADAIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 70.0% |
| Cumulative Return | 17.87% | 5.79% |
| CAGR﹪ | 18.02% | 5.83% |
| Sharpe | 1.04 | 1.09 |
| Prob. Sharpe Ratio | 84.73% | 86.02% |
| Smart Sharpe | 1.01 | 0.95 |
| Sortino | 1.51 | 1.64 |
| Smart Sortino | 1.47 | 1.44 |
| Sortino/√2 | 1.07 | 1.16 |
| Smart Sortino/√2 | 1.04 | 1.02 |
| Omega | 1.25 | 1.84 |
| Max Drawdown | -8.88% | -0.6% |
| Max DD Date | 2026-03-30 | 2026-07-29 |
| Max DD Period Start | 2026-01-28 | 2026-07-16 |
| Max DD Period End | 2026-04-13 | 2026-08-13 |
| Longest DD Days | 76 | 56 |
| Volatility (ann.) | 12.99% | 1.59% |
| R^2 | 0.05 | 0.05 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 2.03 | 9.69 |
| Skew | -0.15 | 0.06 |
| Kurtosis | 1.05 | 0.58 |
| Ulcer Performance Index | 8.3 | 30.41 |
| Risk-Adjusted Return | 18.02% | 8.33% |
| Risk-Return Ratio | 0.08 | 0.23 |
| Avg. Return | 0.07% | 0.03% |
| Avg. Win | 0.75% | 0.11% |
| Avg. Loss | -0.77% | -0.11% |
| Win/Loss Ratio | 0.97 | 1.0 |
| Profit Ratio | 0.94 | 0.24 |
| Expected Daily | 0.07% | 0.02% |
| Expected Monthly | 1.27% | 0.43% |
| Expected Yearly | 8.57% | 2.85% |
| Kelly Criterion | 5.52% | 24.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.14% |
| Expected Shortfall (cVaR) | -1.72% | -0.18% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.25 | 0.84 |
| Gain/Pain (1M) | 2.6 | 74.27 |
| Payoff Ratio | 0.97 | 1.0 |
| Profit Factor | 1.25 | 1.84 |
| Common Sense Ratio | 1.24 | 1.89 |
| CPC Index | 0.65 | 1.14 |
| Tail Ratio | 0.99 | 1.03 |
| Outlier Win Ratio | 2.88 | 3.47 |
| Outlier Loss Ratio | 3.19 | 2.22 |
| MTD | 1.08% | 0.15% |
| 3M | 3.82% | 0.61% |
| 6M | 19.85% | 2.78% |
| YTD | 14.3% | 3.67% |
| 1Y | 17.87% | 5.79% |
| 3Y (ann.) | 18.02% | 5.83% |
| 5Y (ann.) | 18.02% | 5.83% |
| 10Y (ann.) | 18.02% | 5.83% |
| All-time (ann.) | 18.02% | 5.83% |
| Best Day | 2.91% | 0.38% |
| Worst Day | -2.7% | -0.31% |
| Best Month | 10.51% | 1.31% |
| Worst Month | -4.94% | -0.08% |
| Best Year | 14.3% | 3.67% |
| Worst Year | 3.13% | 2.04% |
| Avg. Drawdown | -1.71% | -0.19% |
| Avg. Drawdown Days | 13 | 9 |
| Recovery Factor | 1.94 | 9.36 |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 1.16 | 7.07 |
| Avg. Up Month | 2.41% | 0.54% |
| Avg. Down Month | -0.86% | -0.08% |
| Win Days | 53.6% | 62.07% |
| Win Month | 76.92% | 92.31% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.03 |
| Alpha | - | 0.05 |
| Correlation | - | 23.17% |
| Treynor Ratio | - | 204.61% |
| Year | SPY | ADAIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 2.04 | 0.65 | - |
| 2026 | 14.30 | 3.67 | 0.26 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-07-16 | 2026-08-13 | -0.60 | 29 |
| 2026-02-04 | 2026-03-31 | -0.46 | 56 |
| 2026-08-28 | 2026-09-22 | -0.45 | 26 |
| 2025-11-13 | 2025-12-16 | -0.31 | 34 |
| 2026-01-28 | 2026-02-02 | -0.23 | 6 |
| 2026-06-26 | 2026-06-30 | -0.23 | 5 |
| 2026-08-17 | 2026-08-24 | -0.23 | 8 |
| 2025-12-23 | 2026-01-02 | -0.16 | 11 |
| 2025-09-30 | 2025-10-02 | -0.16 | 3 |
| 2026-04-27 | 2026-04-30 | -0.15 | 4 |