| Metric | SPY | APSHX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 97.0% |
| Cumulative Return | 6.48% | -2.09% |
| CAGR﹪ | 13.27% | -4.11% |
| Sharpe | 0.78 | -0.35 |
| Prob. Sharpe Ratio | 70.87% | 40.24% |
| Smart Sharpe | 0.75 | -0.34 |
| Sortino | 1.14 | -0.48 |
| Smart Sortino | 1.09 | -0.47 |
| Sortino/√2 | 0.8 | -0.34 |
| Smart Sortino/√2 | 0.77 | -0.33 |
| Omega | 1.19 | 0.98 |
| 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 | 2026-10-02 |
| Longest DD Days | 59 | 122 |
| Volatility (ann.) | 12.4% | 17.75% |
| R^2 | 0.72 | 0.72 |
| Information Ratio | -0.1 | -0.1 |
| Calmar | 2.95 | -0.38 |
| Skew | -0.15 | -0.08 |
| Kurtosis | 0.59 | 0.54 |
| Ulcer Performance Index | 3.89 | -0.5 |
| Risk-Adjusted Return | 13.27% | -4.24% |
| Risk-Return Ratio | 0.07 | -0.01 |
| Avg. Return | 0.05% | -0.01% |
| Avg. Win | 0.74% | 1.0% |
| Avg. Loss | -0.63% | -1.04% |
| Win/Loss Ratio | 1.17 | 0.96 |
| Profit Ratio | 1.15 | 0.69 |
| Expected Daily | 0.05% | -0.02% |
| Expected Monthly | 0.9% | -0.3% |
| Expected Yearly | 6.48% | -2.09% |
| Kelly Criterion | 7.97% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -1.85% |
| Expected Shortfall (cVaR) | -1.63% | -2.33% |
| Max Consecutive Wins | 4 | 6 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.19 | -0.02 |
| Gain/Pain (1M) | 3.26 | -0.13 |
| Payoff Ratio | 1.17 | 0.96 |
| Profit Factor | 1.19 | 0.98 |
| Common Sense Ratio | 1.47 | 0.79 |
| CPC Index | 0.7 | 0.5 |
| Tail Ratio | 1.23 | 0.81 |
| Outlier Win Ratio | 2.66 | 2.98 |
| Outlier Loss Ratio | 3.07 | 2.58 |
| MTD | 1.47% | -0.47% |
| 3M | 1.46% | -0.27% |
| 6M | 6.48% | -2.09% |
| YTD | 6.48% | -2.09% |
| 1Y | 6.48% | -2.09% |
| 3Y (ann.) | 13.27% | -4.11% |
| 5Y (ann.) | 13.27% | -4.11% |
| 10Y (ann.) | 13.27% | -4.11% |
| All-time (ann.) | 13.27% | -4.11% |
| Best Day | 1.8% | 3.66% |
| Worst Day | -2.58% | -3.35% |
| Best Month | 4.52% | 3.45% |
| Worst Month | -1.03% | -5.02% |
| Best Year | 6.48% | -2.09% |
| Worst Year | 6.48% | -2.09% |
| Avg. Drawdown | -1.57% | -4.64% |
| Avg. Drawdown Days | 17 | 33 |
| Recovery Factor | 1.48 | 0.12 |
| Ulcer Index | 0.02 | 0.04 |
| Serenity Index | 0.91 | -0.04 |
| Avg. Up Month | 3.6% | 3.2% |
| Avg. Down Month | -0.97% | -2.55% |
| Win Days | 50.39% | 52.85% |
| Win Month | 57.14% | 42.86% |
| Win Quarter | 100.0% | 66.67% |
| Win Year | 100.0% | 0.0% |
| Beta | - | 1.22 |
| Alpha | - | -0.19 |
| Correlation | - | 84.89% |
| Treynor Ratio | - | -1.72% |
| Year | SPY | APSHX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | -2.09 | -0.32 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-03 | 2026-10-02 | -10.92 | 122 |
| 2026-10-07 | 2026-11-04 | -7.71 | 29 |
| 2026-05-12 | 2026-05-22 | -3.19 | 11 |
| 2026-05-07 | 2026-05-07 | -1.10 | 1 |
| 2026-05-27 | 2026-05-27 | -0.25 | 1 |