| Metric | SPY | AQMIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 18.6% | 8.08% |
| CAGR﹪ | 40.67% | 16.82% |
| Sharpe | 2.32 | 1.21 |
| Prob. Sharpe Ratio | 95.04% | 80.33% |
| Smart Sharpe | 2.3 | 1.13 |
| Sortino | 3.78 | 1.81 |
| Smart Sortino | 3.75 | 1.68 |
| Sortino/√2 | 2.67 | 1.28 |
| Smart Sortino/√2 | 2.65 | 1.19 |
| Omega | 1.54 | 1.28 |
| Max Drawdown | -4.49% | -5.14% |
| Max DD Date | 2026-06-10 | 2026-07-02 |
| Max DD Period Start | 2026-06-03 | 2026-06-04 |
| Max DD Period End | 2026-07-31 | 2026-08-31 |
| Longest DD Days | 59 | 89 |
| Volatility (ann.) | 13.55% | 10.27% |
| R^2 | 0.07 | 0.07 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 9.05 | 3.27 |
| Skew | 0.1 | -0.07 |
| Kurtosis | 1.12 | -0.06 |
| Ulcer Performance Index | 11.86 | 3.77 |
| Risk-Adjusted Return | 40.67% | 17.71% |
| Risk-Return Ratio | 0.16 | 0.1 |
| Avg. Return | 0.13% | 0.07% |
| Avg. Win | 0.49% | 0.47% |
| Avg. Loss | -0.55% | -0.51% |
| Win/Loss Ratio | 0.9 | 0.93 |
| Profit Ratio | 1.12 | 0.63 |
| Expected Daily | 0.14% | 0.06% |
| Expected Monthly | 2.47% | 1.12% |
| Expected Yearly | 18.6% | 8.08% |
| Kelly Criterion | 2.63% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -1.0% |
| Expected Shortfall (cVaR) | -1.77% | -1.24% |
| Max Consecutive Wins | 7 | 14 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.54 | 0.28 |
| Gain/Pain (1M) | 10.92 | 5.18 |
| Payoff Ratio | 0.9 | 0.93 |
| Profit Factor | 1.54 | 1.28 |
| Common Sense Ratio | 2.01 | 1.39 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.3 | 1.08 |
| Outlier Win Ratio | 3.21 | 2.96 |
| Outlier Loss Ratio | 3.16 | 2.59 |
| MTD | 1.08% | 3.89% |
| 3M | 3.82% | 6.04% |
| 6M | 18.6% | 8.08% |
| YTD | 18.6% | 8.08% |
| 1Y | 18.6% | 8.08% |
| 3Y (ann.) | 40.67% | 16.82% |
| 5Y (ann.) | 40.67% | 16.82% |
| 10Y (ann.) | 40.67% | 16.82% |
| All-time (ann.) | 40.67% | 16.82% |
| Best Day | 2.91% | 1.8% |
| Worst Day | -2.58% | -1.59% |
| Best Month | 10.51% | 3.89% |
| Worst Month | -1.03% | -1.6% |
| Best Year | 18.6% | 8.08% |
| Worst Year | 18.6% | 8.08% |
| Avg. Drawdown | -1.13% | -1.86% |
| Avg. Drawdown Days | 9 | 19 |
| Recovery Factor | 3.9 | 1.56 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 2.75 | 0.56 |
| Avg. Up Month | 3.57% | 2.11% |
| Avg. Down Month | -1.03% | -1.6% |
| Win Days | 53.97% | 56.3% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.21 |
| Alpha | - | 0.23 |
| Correlation | - | -27.06% |
| Treynor Ratio | - | -39.41% |
| Year | SPY | AQMIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 8.08 | 0.43 | - |
| 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 |
| 2026-09-16 | 2026-09-22 | -1.66 | 7 |
| 2026-03-30 | 2026-04-06 | -0.94 | 8 |
| 2026-05-06 | 2026-05-08 | -0.84 | 3 |
| 2026-04-30 | 2026-05-04 | -0.65 | 5 |
| 2026-03-25 | 2026-03-25 | -0.19 | 1 |