| Metric | SPY | AQMIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 96.0% |
| Cumulative Return | 15.01% | 23.87% |
| CAGR﹪ | 15.27% | 24.3% |
| Sharpe | 0.86 | 1.87 |
| Prob. Sharpe Ratio | 80.13% | 96.65% |
| Smart Sharpe | 0.82 | 1.79 |
| Sortino | 1.24 | 2.8 |
| Smart Sortino | 1.19 | 2.68 |
| Sortino/√2 | 0.87 | 1.98 |
| Smart Sortino/√2 | 0.84 | 1.9 |
| Omega | 1.21 | 1.43 |
| Max Drawdown | -9.78% | -5.14% |
| Max DD Date | 2026-03-30 | 2026-07-02 |
| Max DD Period Start | 2025-10-30 | 2026-06-04 |
| Max DD Period End | 2026-04-15 | 2026-08-31 |
| Longest DD Days | 168 | 89 |
| Volatility (ann.) | 12.93% | 9.76% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | 1.56 | 4.72 |
| Skew | -0.15 | -0.24 |
| Kurtosis | 1.11 | 0.16 |
| Ulcer Performance Index | 5.71 | 14.84 |
| Risk-Adjusted Return | 15.27% | 25.31% |
| Risk-Return Ratio | 0.07 | 0.14 |
| Avg. Return | 0.05% | 0.09% |
| Avg. Win | 0.54% | 0.48% |
| Avg. Loss | -0.65% | -0.51% |
| Win/Loss Ratio | 0.84 | 0.93 |
| Profit Ratio | 0.94 | 0.57 |
| Expected Daily | 0.06% | 0.09% |
| Expected Monthly | 1.08% | 1.66% |
| Expected Yearly | 7.24% | 11.3% |
| Kelly Criterion | -2.22% | 15.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.92% |
| Expected Shortfall (cVaR) | -1.72% | -1.27% |
| Max Consecutive Wins | 7 | 14 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.21 | 0.43 |
| Gain/Pain (1M) | 1.68 | 14.09 |
| Payoff Ratio | 0.84 | 0.93 |
| Profit Factor | 1.21 | 1.43 |
| Common Sense Ratio | 1.14 | 1.56 |
| CPC Index | 0.54 | 0.79 |
| Tail Ratio | 0.94 | 1.09 |
| Outlier Win Ratio | 2.92 | 3.06 |
| Outlier Loss Ratio | 3.2 | 2.87 |
| MTD | 1.08% | 3.89% |
| 3M | 3.82% | 6.04% |
| 6M | 19.85% | 6.85% |
| YTD | 14.3% | 17.35% |
| 1Y | 15.01% | 23.87% |
| 3Y (ann.) | 15.27% | 24.3% |
| 5Y (ann.) | 15.27% | 24.3% |
| 10Y (ann.) | 15.27% | 24.3% |
| All-time (ann.) | 15.27% | 24.3% |
| Best Day | 2.91% | 1.8% |
| Worst Day | -2.7% | -1.68% |
| Best Month | 10.51% | 4.6% |
| Worst Month | -4.94% | -1.6% |
| Best Year | 14.3% | 17.35% |
| Worst Year | 0.63% | 5.56% |
| Avg. Drawdown | -1.57% | -1.29% |
| Avg. Drawdown Days | 18 | 12 |
| Recovery Factor | 1.51 | 4.25 |
| Ulcer Index | 0.03 | 0.02 |
| Serenity Index | 0.69 | 2.14 |
| Avg. Up Month | 2.34% | 2.18% |
| Avg. Down Month | -1.03% | -1.6% |
| Win Days | 53.23% | 59.49% |
| Win Month | 69.23% | 84.62% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.01 |
| Alpha | - | 0.22 |
| Correlation | - | 1.77% |
| Treynor Ratio | - | 1785.58% |
| Year | SPY | AQMIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.63 | 5.56 | 8.87 | + |
| 2026 | 14.30 | 17.35 | 1.21 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-08-31 | -5.14 | 89 |
| 2026-04-08 | 2026-04-28 | -3.02 | 21 |
| 2026-05-14 | 2026-06-02 | -2.39 | 20 |
| 2026-01-30 | 2026-02-03 | -1.77 | 5 |
| 2025-10-03 | 2025-10-24 | -1.68 | 22 |
| 2026-09-16 | 2026-09-22 | -1.66 | 7 |
| 2026-02-26 | 2026-03-17 | -1.63 | 20 |
| 2025-11-13 | 2025-12-18 | -1.43 | 36 |
| 2026-02-12 | 2026-02-19 | -1.36 | 8 |
| 2026-03-23 | 2026-03-25 | -1.14 | 3 |