| Metric | SPY | AEDFX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 82.0% |
| Cumulative Return | 14.39% | 7.68% |
| CAGR﹪ | 14.51% | 7.74% |
| Sharpe | 0.83 | 1.03 |
| Prob. Sharpe Ratio | 79.61% | 85.1% |
| Smart Sharpe | 0.82 | 0.93 |
| Sortino | 1.22 | 1.67 |
| Smart Sortino | 1.2 | 1.52 |
| Sortino/√2 | 0.86 | 1.18 |
| Smart Sortino/√2 | 0.85 | 1.07 |
| Omega | 1.2 | 1.42 |
| Max Drawdown | -8.88% | -1.39% |
| Max DD Date | 2026-03-30 | 2026-05-19 |
| Max DD Period Start | 2026-01-28 | 2026-04-20 |
| Max DD Period End | 2026-04-13 | 2026-06-10 |
| Longest DD Days | 76 | 52 |
| Volatility (ann.) | 12.86% | 3.76% |
| R^2 | 0.3 | 0.3 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 1.63 | 5.56 |
| Skew | -0.02 | 0.59 |
| Kurtosis | 0.78 | 1.28 |
| Ulcer Performance Index | 6.68 | 13.95 |
| Risk-Adjusted Return | 14.51% | 9.44% |
| Risk-Return Ratio | 0.07 | 0.13 |
| Avg. Return | 0.06% | 0.04% |
| Avg. Win | 0.78% | 0.24% |
| Avg. Loss | -0.66% | -0.19% |
| Win/Loss Ratio | 1.19 | 1.26 |
| Profit Ratio | 1.02 | 0.57 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 1.04% | 0.57% |
| Expected Yearly | 6.95% | 3.77% |
| Kelly Criterion | 11.5% | 14.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.36% |
| Expected Shortfall (cVaR) | -1.66% | -0.41% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.2 | 0.42 |
| Gain/Pain (1M) | 1.83 | 16.14 |
| Payoff Ratio | 1.19 | 1.26 |
| Profit Factor | 1.2 | 1.42 |
| Common Sense Ratio | 1.19 | 1.7 |
| CPC Index | 0.74 | 0.94 |
| Tail Ratio | 0.99 | 1.2 |
| Outlier Win Ratio | 2.84 | 4.66 |
| Outlier Loss Ratio | 3.01 | 2.45 |
| MTD | 1.47% | 0.53% |
| 3M | 1.46% | 1.36% |
| 6M | 6.94% | 4.36% |
| YTD | 13.33% | 6.02% |
| 1Y | 14.39% | 7.68% |
| 3Y (ann.) | 14.51% | 7.74% |
| 5Y (ann.) | 14.51% | 7.74% |
| 10Y (ann.) | 14.51% | 7.74% |
| All-time (ann.) | 14.51% | 7.74% |
| Best Day | 2.91% | 0.86% |
| Worst Day | -2.58% | -0.61% |
| Best Month | 10.51% | 2.18% |
| Worst Month | -4.94% | -0.47% |
| Best Year | 13.33% | 6.02% |
| Worst Year | 0.94% | 1.57% |
| Avg. Drawdown | -1.74% | -0.39% |
| Avg. Drawdown Days | 14 | 11 |
| Recovery Factor | 1.61 | 5.36 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.94 | 2.71 |
| Avg. Up Month | 2.8% | 0.48% |
| Avg. Down Month | -4.94% | -0.47% |
| Win Days | 52.0% | 52.45% |
| Win Month | 61.54% | 92.31% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.16 |
| Alpha | - | 0.05 |
| Correlation | - | 54.74% |
| Treynor Ratio | - | 47.95% |
| Year | SPY | AEDFX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 1.57 | 1.67 | + |
| 2026 | 13.33 | 6.02 | 0.45 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-04-20 | 2026-06-10 | -1.39 | 52 |
| 2026-03-03 | 2026-04-02 | -1.25 | 31 |
| 2026-08-10 | 2026-09-21 | -1.20 | 43 |
| 2026-07-06 | 2026-08-03 | -1.13 | 29 |
| 2026-09-23 | 2026-10-28 | -1.05 | 36 |
| 2026-01-23 | 2026-02-09 | -0.47 | 18 |
| 2025-11-17 | 2025-11-21 | -0.32 | 5 |
| 2026-10-30 | 2026-11-03 | -0.30 | 5 |
| 2025-12-16 | 2025-12-23 | -0.27 | 8 |
| 2025-12-01 | 2025-12-02 | -0.24 | 2 |