| Metric | SPY | AHLYX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 18.62% | 10.68% |
| CAGR﹪ | 41.09% | 22.71% |
| Sharpe | 2.33 | 1.94 |
| Prob. Sharpe Ratio | 95.05% | 90.72% |
| Smart Sharpe | 2.31 | 1.94 |
| Sortino | 3.8 | 2.85 |
| Smart Sortino | 3.76 | 2.84 |
| Sortino/√2 | 2.69 | 2.01 |
| Smart Sortino/√2 | 2.66 | 2.01 |
| Omega | 1.54 | 1.46 |
| Max Drawdown | -4.49% | -3.17% |
| Max DD Date | 2026-06-10 | 2026-08-05 |
| Max DD Period Start | 2026-06-03 | 2026-07-24 |
| Max DD Period End | 2026-07-31 | 2026-08-27 |
| Longest DD Days | 59 | 48 |
| Volatility (ann.) | 13.6% | 8.87% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 9.14 | 7.15 |
| Skew | 0.1 | -0.5 |
| Kurtosis | 1.09 | 0.74 |
| Ulcer Performance Index | 11.83 | 8.73 |
| Risk-Adjusted Return | 41.09% | 24.15% |
| Risk-Return Ratio | 0.16 | 0.15 |
| Avg. Return | 0.14% | 0.09% |
| Avg. Win | 0.65% | 0.45% |
| Avg. Loss | -0.68% | -0.49% |
| Win/Loss Ratio | 0.95 | 0.91 |
| Profit Ratio | 1.08 | 0.53 |
| Expected Daily | 0.14% | 0.08% |
| Expected Monthly | 2.47% | 1.46% |
| Expected Yearly | 18.62% | 10.68% |
| Kelly Criterion | 6.43% | 15.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -0.84% |
| Expected Shortfall (cVaR) | -1.77% | -1.17% |
| Max Consecutive Wins | 7 | 8 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.54 | 0.46 |
| Gain/Pain (1M) | 10.93 | 43.09 |
| Payoff Ratio | 0.95 | 0.91 |
| Profit Factor | 1.54 | 1.46 |
| Common Sense Ratio | 2.01 | 1.51 |
| CPC Index | 0.8 | 0.79 |
| Tail Ratio | 1.31 | 1.04 |
| Outlier Win Ratio | 3.22 | 2.82 |
| Outlier Loss Ratio | 3.1 | 2.72 |
| MTD | 1.09% | 4.19% |
| 3M | 3.84% | 5.77% |
| 6M | 18.62% | 10.68% |
| YTD | 18.62% | 10.68% |
| 1Y | 18.62% | 10.68% |
| 3Y (ann.) | 41.09% | 22.71% |
| 5Y (ann.) | 41.09% | 22.71% |
| 10Y (ann.) | 41.09% | 22.71% |
| All-time (ann.) | 41.09% | 22.71% |
| Best Day | 2.91% | 1.38% |
| Worst Day | -2.58% | -1.94% |
| Best Month | 10.51% | 4.19% |
| Worst Month | -1.03% | -0.29% |
| Best Year | 18.62% | 10.68% |
| Worst Year | 18.62% | 10.68% |
| Avg. Drawdown | -1.13% | -1.07% |
| Avg. Drawdown Days | 9 | 12 |
| Recovery Factor | 3.9 | 3.26 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 2.75 | 1.75 |
| Avg. Up Month | 4.88% | 2.4% |
| Avg. Down Month | -1.03% | -0.29% |
| Win Days | 54.4% | 59.83% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.0 |
| Alpha | - | 0.21 |
| Correlation | - | 0.3% |
| Treynor Ratio | - | 5475.34% |
| Year | SPY | AHLYX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.62 | 10.68 | 0.57 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-07-24 | 2026-08-27 | -3.17 | 35 |
| 2026-06-04 | 2026-07-21 | -2.62 | 48 |
| 2026-04-08 | 2026-04-23 | -1.94 | 16 |
| 2026-05-14 | 2026-06-01 | -1.31 | 19 |
| 2026-09-03 | 2026-09-08 | -0.83 | 6 |
| 2026-03-30 | 2026-04-01 | -0.68 | 3 |
| 2026-04-30 | 2026-05-04 | -0.39 | 5 |
| 2026-05-06 | 2026-05-07 | -0.38 | 2 |
| 2026-09-14 | 2026-09-14 | -0.27 | 1 |
| 2026-03-25 | 2026-03-25 | -0.10 | 1 |