| Metric | SPY | AINT |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 12.86% | 33.5% |
| CAGR﹪ | 21.58% | 59.47% |
| Sharpe | 1.27 | 1.49 |
| Prob. Sharpe Ratio | 84.02% | 88.38% |
| Smart Sharpe | 1.25 | 1.33 |
| Sortino | 1.93 | 2.36 |
| Smart Sortino | 1.9 | 2.1 |
| Sortino/√2 | 1.36 | 1.67 |
| Smart Sortino/√2 | 1.34 | 1.48 |
| Omega | 1.28 | 1.31 |
| Max Drawdown | -8.68% | -19.59% |
| Max DD Date | 2026-03-30 | 2026-07-29 |
| Max DD Period Start | 2026-02-10 | 2026-06-02 |
| Max DD Period End | 2026-04-13 | 2026-09-18 |
| Longest DD Days | 63 | 109 |
| Volatility (ann.) | 13.48% | 32.58% |
| R^2 | 0.27 | 0.27 |
| Information Ratio | 0.07 | 0.07 |
| Calmar | 2.49 | 3.04 |
| Skew | 0.07 | 0.49 |
| Kurtosis | 0.83 | 2.9 |
| Ulcer Performance Index | 5.32 | 3.89 |
| Risk-Adjusted Return | 21.58% | 59.47% |
| Risk-Return Ratio | 0.1 | 0.1 |
| Avg. Return | 0.08% | 0.21% |
| Avg. Win | 0.83% | 1.75% |
| Avg. Loss | -0.69% | -1.54% |
| Win/Loss Ratio | 1.19 | 1.14 |
| Profit Ratio | 1.1 | 1.06 |
| Expected Daily | 0.08% | 0.19% |
| Expected Monthly | 1.52% | 3.68% |
| Expected Yearly | 12.86% | 33.5% |
| Kelly Criterion | 11.66% | 10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.17% |
| Expected Shortfall (cVaR) | -1.65% | -4.08% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 8 |
| Gain/Pain Ratio | 0.28 | 0.31 |
| Gain/Pain (1M) | 1.96 | 2.14 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.28 | 1.31 |
| Common Sense Ratio | 1.3 | 1.39 |
| CPC Index | 0.8 | 0.78 |
| Tail Ratio | 1.01 | 1.06 |
| Outlier Win Ratio | 3.01 | 2.81 |
| Outlier Loss Ratio | 2.92 | 3.23 |
| MTD | 1.08% | 9.36% |
| 3M | 3.82% | 18.46% |
| 6M | 19.85% | 34.5% |
| YTD | 12.86% | 33.5% |
| 1Y | 12.86% | 33.5% |
| 3Y (ann.) | 21.58% | 59.47% |
| 5Y (ann.) | 21.58% | 59.47% |
| 10Y (ann.) | 21.58% | 59.47% |
| All-time (ann.) | 21.58% | 59.47% |
| Best Day | 2.91% | 10.08% |
| Worst Day | -2.58% | -5.52% |
| Best Month | 10.51% | 14.89% |
| Worst Month | -4.94% | -8.82% |
| Best Year | 12.86% | 33.5% |
| Worst Year | 12.86% | 33.5% |
| Avg. Drawdown | -1.65% | -5.43% |
| Avg. Drawdown Days | 14 | 28 |
| Recovery Factor | 1.46 | 1.64 |
| Ulcer Index | 0.02 | 0.09 |
| Serenity Index | 0.77 | 0.45 |
| Avg. Up Month | 3.91% | 8.54% |
| Avg. Down Month | -0.85% | -7.72% |
| Win Days | 51.92% | 52.56% |
| Win Month | 62.5% | 75.0% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.27 |
| Alpha | - | 0.26 |
| Correlation | - | 52.38% |
| Treynor Ratio | - | 26.47% |
| Year | SPY | AINT | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 12.86 | 33.50 | 2.61 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |
| 2026-05-27 | 2026-05-27 | -0.48 | 1 |
| 2026-04-28 | 2026-04-29 | -0.28 | 2 |
| 2026-05-04 | 2026-05-04 | -0.08 | 1 |