| Metric | SPY | AINT |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 11.9% | 1.84% |
| CAGR﹪ | 16.36% | 2.48% |
| Sharpe | 0.97 | 0.15 |
| Prob. Sharpe Ratio | 79.8% | 55.1% |
| Smart Sharpe | 0.97 | 0.13 |
| Sortino | 1.44 | 0.21 |
| Smart Sortino | 1.44 | 0.18 |
| Sortino/√2 | 1.02 | 0.15 |
| Smart Sortino/√2 | 1.02 | 0.13 |
| Omega | 1.22 | 1.04 |
| Max Drawdown | -8.68% | -28.1% |
| Max DD Date | 2026-03-30 | 2026-11-04 |
| Max DD Period Start | 2026-02-10 | 2026-10-02 |
| Max DD Period End | 2026-04-13 | 2026-11-04 |
| Longest DD Days | 63 | 109 |
| Volatility (ann.) | 13.14% | 34.74% |
| R^2 | 0.22 | 0.22 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 1.88 | 0.09 |
| Skew | 0.05 | 0.06 |
| Kurtosis | 0.83 | 2.2 |
| Ulcer Performance Index | 5.18 | 0.19 |
| Risk-Adjusted Return | 16.36% | 2.48% |
| Risk-Return Ratio | 0.08 | 0.02 |
| Avg. Return | 0.06% | 0.03% |
| Avg. Win | 0.78% | 1.72% |
| Avg. Loss | -0.69% | -1.78% |
| Win/Loss Ratio | 1.13 | 0.96 |
| Profit Ratio | 1.1 | 0.94 |
| Expected Daily | 0.06% | 0.01% |
| Expected Monthly | 1.13% | 0.18% |
| Expected Yearly | 11.9% | 1.84% |
| Kelly Criterion | 8.18% | 0.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.57% |
| Expected Shortfall (cVaR) | -1.63% | -4.85% |
| Max Consecutive Wins | 7 | 10 |
| Max Consecutive Losses | 4 | 8 |
| Gain/Pain Ratio | 0.22 | 0.04 |
| Gain/Pain (1M) | 1.56 | 0.14 |
| Payoff Ratio | 1.13 | 0.96 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.21 | 0.82 |
| CPC Index | 0.71 | 0.51 |
| Tail Ratio | 0.99 | 0.78 |
| Outlier Win Ratio | 2.78 | 2.57 |
| Outlier Loss Ratio | 2.99 | 3.05 |
| MTD | 1.47% | -9.98% |
| 3M | 1.46% | -15.65% |
| 6M | 6.94% | -7.91% |
| YTD | 11.9% | 1.84% |
| 1Y | 11.9% | 1.84% |
| 3Y (ann.) | 16.36% | 2.48% |
| 5Y (ann.) | 16.36% | 2.48% |
| 10Y (ann.) | 16.36% | 2.48% |
| All-time (ann.) | 16.36% | 2.48% |
| Best Day | 2.91% | 10.08% |
| Worst Day | -2.58% | -7.07% |
| Best Month | 10.51% | 14.89% |
| Worst Month | -4.94% | -18.93% |
| Best Year | 11.9% | 1.84% |
| Worst Year | 11.9% | 1.84% |
| Avg. Drawdown | -1.78% | -7.44% |
| Avg. Drawdown Days | 16 | 26 |
| Recovery Factor | 1.37 | 0.22 |
| Ulcer Index | 0.02 | 0.1 |
| Serenity Index | 0.75 | 0.07 |
| Avg. Up Month | 4.62% | 8.34% |
| Avg. Down Month | -0.87% | -11.46% |
| Win Days | 51.34% | 51.34% |
| Win Month | 50.0% | 60.0% |
| Win Quarter | 75.0% | 50.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.24 |
| Alpha | - | -0.11 |
| Correlation | - | 47.0% |
| Treynor Ratio | - | 1.48% |
| Year | SPY | AINT | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 11.90 | 1.84 | 0.15 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-10-02 | 2026-11-04 | -28.10 | 34 |
| 2026-06-02 | 2026-09-18 | -19.59 | 109 |
| 2026-02-11 | 2026-04-23 | -12.69 | 72 |
| 2026-05-11 | 2026-05-13 | -2.72 | 3 |
| 2026-05-15 | 2026-05-22 | -2.18 | 8 |
| 2026-09-28 | 2026-09-29 | -0.81 | 2 |
| 2026-05-27 | 2026-05-27 | -0.48 | 1 |
| 2026-04-28 | 2026-04-29 | -0.28 | 2 |
| 2026-05-04 | 2026-05-04 | -0.08 | 1 |