| Metric | SPY | APSHX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 96.0% |
| Cumulative Return | 17.87% | 17.4% |
| CAGR﹪ | 18.02% | 17.55% |
| Sharpe | 1.04 | 0.83 |
| Prob. Sharpe Ratio | 84.73% | 79.37% |
| Smart Sharpe | 1.01 | 0.76 |
| Sortino | 1.51 | 1.18 |
| Smart Sortino | 1.47 | 1.09 |
| Sortino/√2 | 1.07 | 0.83 |
| Smart Sortino/√2 | 1.04 | 0.77 |
| Omega | 1.25 | 1.19 |
| Max Drawdown | -8.88% | -10.92% |
| Max DD Date | 2026-03-30 | 2026-07-29 |
| Max DD Period Start | 2026-01-28 | 2026-06-03 |
| Max DD Period End | 2026-04-13 | 2026-09-22 |
| Longest DD Days | 76 | 112 |
| Volatility (ann.) | 12.99% | 16.36% |
| R^2 | 0.67 | 0.67 |
| Information Ratio | 0.0 | 0.0 |
| Calmar | 2.03 | 1.61 |
| Skew | -0.15 | -0.17 |
| Kurtosis | 1.05 | 0.83 |
| Ulcer Performance Index | 8.3 | 4.98 |
| Risk-Adjusted Return | 18.02% | 18.28% |
| Risk-Return Ratio | 0.08 | 0.07 |
| Avg. Return | 0.07% | 0.07% |
| Avg. Win | 0.7% | 0.89% |
| Avg. Loss | -0.7% | -0.93% |
| Win/Loss Ratio | 1.0 | 0.96 |
| Profit Ratio | 0.94 | 0.6 |
| Expected Daily | 0.07% | 0.06% |
| Expected Monthly | 1.27% | 1.24% |
| Expected Yearly | 8.57% | 8.35% |
| Kelly Criterion | 6.99% | 11.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -1.63% |
| Expected Shortfall (cVaR) | -1.72% | -2.11% |
| Max Consecutive Wins | 7 | 10 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.25 | 0.19 |
| Gain/Pain (1M) | 2.6 | 1.33 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 1.25 | 1.19 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 0.99 | 0.9 |
| Outlier Win Ratio | 2.88 | 3.4 |
| Outlier Loss Ratio | 3.19 | 2.86 |
| MTD | 1.08% | 3.8% |
| 3M | 3.82% | 1.54% |
| 6M | 19.85% | 11.85% |
| YTD | 14.3% | 15.26% |
| 1Y | 17.87% | 17.4% |
| 3Y (ann.) | 18.02% | 17.55% |
| 5Y (ann.) | 18.02% | 17.55% |
| 10Y (ann.) | 18.02% | 17.55% |
| All-time (ann.) | 18.02% | 17.55% |
| Best Day | 2.91% | 3.66% |
| Worst Day | -2.7% | -3.35% |
| Best Month | 10.51% | 6.18% |
| Worst Month | -4.94% | -5.18% |
| Best Year | 14.3% | 15.26% |
| Worst Year | 3.13% | 1.85% |
| Avg. Drawdown | -1.71% | -2.37% |
| Avg. Drawdown Days | 13 | 18 |
| Recovery Factor | 1.94 | 1.59 |
| Ulcer Index | 0.02 | 0.03 |
| Serenity Index | 1.16 | 0.67 |
| Avg. Up Month | 3.9% | 4.58% |
| Avg. Down Month | -2.98% | -3.16% |
| Win Days | 53.6% | 56.67% |
| Win Month | 76.92% | 53.85% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.03 |
| Alpha | - | -0.0 |
| Correlation | - | 81.76% |
| Treynor Ratio | - | 16.9% |
| Year | SPY | APSHX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 1.85 | 0.59 | - |
| 2026 | 14.30 | 15.26 | 1.07 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-03 | 2026-09-22 | -10.92 | 112 |
| 2026-02-26 | 2026-05-04 | -7.18 | 68 |
| 2025-10-30 | 2026-01-05 | -6.59 | 68 |
| 2025-10-09 | 2025-10-23 | -3.39 | 15 |
| 2026-05-12 | 2026-05-22 | -3.19 | 11 |
| 2026-01-29 | 2026-02-06 | -2.90 | 9 |
| 2025-09-24 | 2025-09-30 | -1.87 | 7 |
| 2026-02-12 | 2026-02-19 | -1.53 | 8 |
| 2026-05-07 | 2026-05-07 | -1.10 | 1 |
| 2026-02-23 | 2026-02-24 | -0.73 | 2 |