| Metric | SPY | ASCLX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 89.0% |
| Cumulative Return | 6.48% | 3.29% |
| CAGR﹪ | 13.27% | 6.64% |
| Sharpe | 0.78 | 0.52 |
| Prob. Sharpe Ratio | 70.87% | 64.3% |
| Smart Sharpe | 0.75 | 0.51 |
| Sortino | 1.14 | 0.75 |
| Smart Sortino | 1.09 | 0.74 |
| Sortino/√2 | 0.8 | 0.53 |
| Smart Sortino/√2 | 0.77 | 0.52 |
| Omega | 1.19 | 1.2 |
| Max Drawdown | -4.49% | -2.12% |
| Max DD Date | 2026-06-10 | 2026-06-10 |
| Max DD Period Start | 2026-06-03 | 2026-06-03 |
| Max DD Period End | 2026-07-31 | 2026-07-31 |
| Longest DD Days | 59 | 83 |
| Volatility (ann.) | 12.4% | 5.85% |
| R^2 | 0.91 | 0.91 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 2.95 | 3.14 |
| Skew | -0.15 | -0.07 |
| Kurtosis | 0.59 | 0.25 |
| Ulcer Performance Index | 3.89 | 3.81 |
| Risk-Adjusted Return | 13.27% | 7.46% |
| Risk-Return Ratio | 0.07 | 0.07 |
| Avg. Return | 0.05% | 0.03% |
| Avg. Win | 0.71% | 0.33% |
| Avg. Loss | -0.66% | -0.32% |
| Win/Loss Ratio | 1.08 | 1.06 |
| Profit Ratio | 1.15 | 0.58 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 0.9% | 0.46% |
| Expected Yearly | 6.48% | 3.29% |
| Kelly Criterion | 4.4% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.58% |
| Expected Shortfall (cVaR) | -1.63% | -0.77% |
| Max Consecutive Wins | 4 | 4 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.19 | 0.2 |
| Gain/Pain (1M) | 3.26 | 3.17 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.19 | 1.2 |
| Common Sense Ratio | 1.47 | 1.44 |
| CPC Index | 0.65 | 0.69 |
| Tail Ratio | 1.23 | 1.2 |
| Outlier Win Ratio | 2.66 | 3.3 |
| Outlier Loss Ratio | 3.07 | 2.76 |
| MTD | 1.47% | 0.86% |
| 3M | 1.46% | 0.16% |
| 6M | 6.48% | 3.29% |
| YTD | 6.48% | 3.29% |
| 1Y | 6.48% | 3.29% |
| 3Y (ann.) | 13.27% | 6.64% |
| 5Y (ann.) | 13.27% | 6.64% |
| 10Y (ann.) | 13.27% | 6.64% |
| All-time (ann.) | 13.27% | 6.64% |
| Best Day | 1.8% | 0.88% |
| Worst Day | -2.58% | -0.95% |
| Best Month | 4.52% | 2.09% |
| Worst Month | -1.03% | -0.55% |
| Best Year | 6.48% | 3.29% |
| Worst Year | 6.48% | 3.29% |
| Avg. Drawdown | -1.57% | -0.9% |
| Avg. Drawdown Days | 17 | 26 |
| Recovery Factor | 1.48 | 1.57 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.91 | 0.79 |
| Avg. Up Month | 2.18% | 1.09% |
| Avg. Down Month | -0.75% | -0.36% |
| Win Days | 50.39% | 53.98% |
| Win Month | 57.14% | 57.14% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.45 |
| Alpha | - | 0.01 |
| Correlation | - | 95.64% |
| Treynor Ratio | - | 7.3% |
| Year | SPY | ASCLX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 3.29 | 0.51 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-03 | 2026-07-31 | -2.12 | 59 |
| 2026-08-14 | 2026-11-04 | -1.85 | 83 |
| 2026-05-15 | 2026-05-22 | -0.71 | 8 |
| 2026-05-07 | 2026-05-07 | -0.32 | 1 |
| 2026-08-11 | 2026-08-12 | -0.31 | 2 |
| 2026-08-05 | 2026-08-05 | -0.08 | 1 |