| Metric | SPY | AINT |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 18.6% | 32.83% |
| CAGR﹪ | 40.67% | 76.44% |
| Sharpe | 2.32 | 1.77 |
| Prob. Sharpe Ratio | 95.04% | 90.09% |
| Smart Sharpe | 2.3 | 1.53 |
| Sortino | 3.78 | 2.9 |
| Smart Sortino | 3.75 | 2.5 |
| Sortino/√2 | 2.67 | 2.05 |
| Smart Sortino/√2 | 2.65 | 1.77 |
| Omega | 1.54 | 1.37 |
| Max Drawdown | -4.49% | -19.59% |
| Max DD Date | 2026-06-10 | 2026-07-29 |
| Max DD Period Start | 2026-06-03 | 2026-06-02 |
| Max DD Period End | 2026-07-31 | 2026-09-18 |
| Longest DD Days | 59 | 109 |
| Volatility (ann.) | 13.55% | 33.23% |
| R^2 | 0.33 | 0.33 |
| Information Ratio | 0.06 | 0.06 |
| Calmar | 9.05 | 3.9 |
| Skew | 0.1 | 0.65 |
| Kurtosis | 1.12 | 3.17 |
| Ulcer Performance Index | 11.86 | 3.96 |
| Risk-Adjusted Return | 40.67% | 76.44% |
| Risk-Return Ratio | 0.16 | 0.12 |
| Avg. Return | 0.14% | 0.25% |
| Avg. Win | 0.86% | 1.84% |
| Avg. Loss | -0.68% | -1.59% |
| Win/Loss Ratio | 1.27 | 1.15 |
| Profit Ratio | 1.12 | 1.0 |
| Expected Daily | 0.14% | 0.23% |
| Expected Monthly | 2.47% | 4.14% |
| Expected Yearly | 18.6% | 32.83% |
| Kelly Criterion | 17.66% | 14.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -3.2% |
| Expected Shortfall (cVaR) | -1.77% | -4.14% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 7 |
| Gain/Pain Ratio | 0.54 | 0.37 |
| Gain/Pain (1M) | 10.92 | 2.73 |
| Payoff Ratio | 1.27 | 1.15 |
| Profit Factor | 1.54 | 1.37 |
| Common Sense Ratio | 2.01 | 1.59 |
| CPC Index | 1.05 | 0.85 |
| Tail Ratio | 1.3 | 1.16 |
| Outlier Win Ratio | 3.21 | 3.0 |
| Outlier Loss Ratio | 3.16 | 2.92 |
| MTD | 1.08% | 9.36% |
| 3M | 3.82% | 18.46% |
| 6M | 18.6% | 32.83% |
| YTD | 18.6% | 32.83% |
| 1Y | 18.6% | 32.83% |
| 3Y (ann.) | 40.67% | 76.44% |
| 5Y (ann.) | 40.67% | 76.44% |
| 10Y (ann.) | 40.67% | 76.44% |
| All-time (ann.) | 40.67% | 76.44% |
| Best Day | 2.91% | 10.08% |
| Worst Day | -2.58% | -5.52% |
| Best Month | 10.51% | 14.89% |
| Worst Month | -1.03% | -8.82% |
| Best Year | 18.6% | 32.83% |
| Worst Year | 18.6% | 32.83% |
| Avg. Drawdown | -1.13% | -3.74% |
| Avg. Drawdown Days | 9 | 17 |
| Recovery Factor | 3.9 | 1.59 |
| Ulcer Index | 0.02 | 0.08 |
| Serenity Index | 2.75 | 0.46 |
| Avg. Up Month | 3.91% | 8.54% |
| Avg. Down Month | -0.9% | -5.85% |
| Win Days | 53.97% | 53.97% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.41 |
| Alpha | - | 0.13 |
| Correlation | - | 57.47% |
| Treynor Ratio | - | 23.29% |
| Year | SPY | AINT | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 32.83 | 1.76 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-02 | 2026-09-18 | -19.59 | 109 |
| 2026-03-24 | 2026-04-14 | -5.60 | 22 |
| 2026-05-11 | 2026-05-13 | -2.72 | 3 |
| 2026-05-15 | 2026-05-22 | -2.18 | 8 |
| 2026-04-23 | 2026-04-23 | -1.43 | 1 |
| 2026-04-17 | 2026-04-21 | -1.33 | 5 |
| 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 |