| Metric | SPY | ASCLX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 90.0% |
| Cumulative Return | 14.39% | 6.06% |
| CAGR﹪ | 14.51% | 6.11% |
| Sharpe | 0.83 | 0.43 |
| Prob. Sharpe Ratio | 79.61% | 66.54% |
| Smart Sharpe | 0.82 | 0.43 |
| Sortino | 1.22 | 0.61 |
| Smart Sortino | 1.2 | 0.61 |
| Sortino/√2 | 0.86 | 0.43 |
| Smart Sortino/√2 | 0.85 | 0.43 |
| Omega | 1.2 | 1.19 |
| Max Drawdown | -8.88% | -3.81% |
| Max DD Date | 2026-03-30 | 2026-03-30 |
| Max DD Period Start | 2026-01-28 | 2026-02-10 |
| Max DD Period End | 2026-04-13 | 2026-04-16 |
| Longest DD Days | 76 | 83 |
| Volatility (ann.) | 12.86% | 5.64% |
| R^2 | 0.91 | 0.91 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | 1.63 | 1.6 |
| Skew | -0.02 | -0.07 |
| Kurtosis | 0.78 | 0.27 |
| Ulcer Performance Index | 6.68 | 5.46 |
| Risk-Adjusted Return | 14.51% | 6.79% |
| Risk-Return Ratio | 0.07 | 0.07 |
| Avg. Return | 0.06% | 0.03% |
| Avg. Win | 0.71% | 0.32% |
| Avg. Loss | -0.69% | -0.32% |
| Win/Loss Ratio | 1.03 | 1.01 |
| Profit Ratio | 1.02 | 0.57 |
| Expected Daily | 0.05% | 0.02% |
| Expected Monthly | 1.04% | 0.45% |
| Expected Yearly | 6.95% | 2.99% |
| Kelly Criterion | 5.46% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.56% |
| Expected Shortfall (cVaR) | -1.66% | -0.77% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.2 | 0.19 |
| Gain/Pain (1M) | 1.83 | 1.65 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.2 | 1.19 |
| Common Sense Ratio | 1.19 | 1.44 |
| CPC Index | 0.64 | 0.65 |
| Tail Ratio | 0.99 | 1.21 |
| Outlier Win Ratio | 2.84 | 3.43 |
| Outlier Loss Ratio | 3.01 | 2.8 |
| MTD | 1.47% | 0.86% |
| 3M | 1.46% | 0.16% |
| 6M | 6.94% | 3.46% |
| YTD | 13.33% | 5.41% |
| 1Y | 14.39% | 6.06% |
| 3Y (ann.) | 14.51% | 6.11% |
| 5Y (ann.) | 14.51% | 6.11% |
| 10Y (ann.) | 14.51% | 6.11% |
| All-time (ann.) | 14.51% | 6.11% |
| Best Day | 2.91% | 0.92% |
| Worst Day | -2.58% | -0.95% |
| Best Month | 10.51% | 3.76% |
| Worst Month | -4.94% | -1.97% |
| Best Year | 13.33% | 5.41% |
| Worst Year | 0.94% | 0.62% |
| Avg. Drawdown | -1.74% | -1.03% |
| Avg. Drawdown Days | 14 | 18 |
| Recovery Factor | 1.61 | 1.59 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.94 | 0.71 |
| Avg. Up Month | 2.8% | 1.22% |
| Avg. Down Month | -1.61% | -0.74% |
| Win Days | 52.0% | 54.46% |
| Win Month | 61.54% | 61.54% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.42 |
| Alpha | - | 0.0 |
| Correlation | - | 95.32% |
| Treynor Ratio | - | 14.5% |
| Year | SPY | ASCLX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 0.62 | 0.66 | - |
| 2026 | 13.33 | 5.41 | 0.41 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-10 | 2026-04-16 | -3.81 | 66 |
| 2025-11-13 | 2025-12-09 | -2.29 | 27 |
| 2026-06-03 | 2026-07-09 | -2.12 | 37 |
| 2026-08-14 | 2026-11-04 | -1.85 | 83 |
| 2026-07-16 | 2026-07-31 | -1.41 | 16 |
| 2025-12-12 | 2025-12-23 | -1.31 | 12 |
| 2026-01-07 | 2026-02-05 | -1.22 | 30 |
| 2026-05-15 | 2026-05-22 | -0.71 | 8 |
| 2025-11-06 | 2025-11-07 | -0.50 | 2 |
| 2025-12-29 | 2026-01-02 | -0.49 | 5 |