| Metric | SPY | APSHX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 98.0% |
| Cumulative Return | 18.6% | 10.75% |
| CAGR﹪ | 40.67% | 22.66% |
| Sharpe | 2.32 | 1.1 |
| Prob. Sharpe Ratio | 95.04% | 78.16% |
| Smart Sharpe | 2.3 | 1.07 |
| Sortino | 3.78 | 1.64 |
| Smart Sortino | 3.75 | 1.59 |
| Sortino/√2 | 2.67 | 1.16 |
| Smart Sortino/√2 | 2.65 | 1.12 |
| Omega | 1.54 | 1.24 |
| Max Drawdown | -4.49% | -10.92% |
| Max DD Date | 2026-06-10 | 2026-07-29 |
| Max DD Period Start | 2026-06-03 | 2026-06-03 |
| Max DD Period End | 2026-07-31 | 2026-09-22 |
| Longest DD Days | 59 | 112 |
| Volatility (ann.) | 13.55% | 16.47% |
| R^2 | 0.59 | 0.59 |
| Information Ratio | -0.08 | -0.08 |
| Calmar | 9.05 | 2.08 |
| Skew | 0.1 | 0.0 |
| Kurtosis | 1.12 | 1.01 |
| Ulcer Performance Index | 11.86 | 2.9 |
| Risk-Adjusted Return | 40.67% | 23.13% |
| Risk-Return Ratio | 0.16 | 0.08 |
| Avg. Return | 0.14% | 0.09% |
| Avg. Win | 0.8% | 0.92% |
| Avg. Loss | -0.66% | -0.94% |
| Win/Loss Ratio | 1.22 | 0.99 |
| Profit Ratio | 1.12 | 0.61 |
| Expected Daily | 0.14% | 0.08% |
| Expected Monthly | 2.47% | 1.47% |
| Expected Yearly | 18.6% | 10.75% |
| Kelly Criterion | 16.3% | 14.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -1.62% |
| Expected Shortfall (cVaR) | -1.77% | -2.03% |
| Max Consecutive Wins | 7 | 10 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.54 | 0.24 |
| Gain/Pain (1M) | 10.92 | 1.74 |
| Payoff Ratio | 1.22 | 0.99 |
| Profit Factor | 1.54 | 1.24 |
| Common Sense Ratio | 2.01 | 1.27 |
| CPC Index | 1.02 | 0.71 |
| Tail Ratio | 1.3 | 1.02 |
| Outlier Win Ratio | 3.21 | 3.16 |
| Outlier Loss Ratio | 3.16 | 2.23 |
| MTD | 1.08% | 3.8% |
| 3M | 3.82% | 1.54% |
| 6M | 18.6% | 10.75% |
| YTD | 18.6% | 10.75% |
| 1Y | 18.6% | 10.75% |
| 3Y (ann.) | 40.67% | 22.66% |
| 5Y (ann.) | 40.67% | 22.66% |
| 10Y (ann.) | 40.67% | 22.66% |
| All-time (ann.) | 40.67% | 22.66% |
| Best Day | 2.91% | 3.66% |
| Worst Day | -2.58% | -3.35% |
| Best Month | 10.51% | 5.12% |
| Worst Month | -1.03% | -5.02% |
| Best Year | 18.6% | 10.75% |
| Worst Year | 18.6% | 10.75% |
| Avg. Drawdown | -1.13% | -1.94% |
| Avg. Drawdown Days | 9 | 14 |
| Recovery Factor | 3.9 | 1.0 |
| Ulcer Index | 0.02 | 0.04 |
| Serenity Index | 2.75 | 0.37 |
| Avg. Up Month | 4.88% | 4.31% |
| Avg. Down Month | -0.9% | -0.75% |
| Win Days | 53.97% | 57.72% |
| Win Month | 71.43% | 57.14% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.93 |
| Alpha | - | -0.11 |
| Correlation | - | 76.76% |
| Treynor Ratio | - | 11.52% |
| Year | SPY | APSHX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 10.75 | 0.58 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-03 | 2026-09-22 | -10.92 | 112 |
| 2026-05-12 | 2026-05-22 | -3.19 | 11 |
| 2026-03-26 | 2026-04-07 | -2.36 | 13 |
| 2026-05-07 | 2026-05-07 | -1.10 | 1 |
| 2026-04-28 | 2026-04-29 | -0.81 | 2 |
| 2026-04-23 | 2026-04-23 | -0.27 | 1 |
| 2026-05-27 | 2026-05-27 | -0.25 | 1 |
| 2026-04-21 | 2026-04-21 | -0.21 | 1 |
| 2026-04-15 | 2026-04-15 | -0.14 | 1 |
| 2026-04-17 | 2026-04-17 | -0.14 | 1 |