| Metric | SPY | ASFCX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 96.0% |
| Cumulative Return | 14.39% | 16.88% |
| CAGR﹪ | 14.51% | 17.03% |
| Sharpe | 0.83 | 1.0 |
| Prob. Sharpe Ratio | 79.61% | 83.47% |
| Smart Sharpe | 0.82 | 0.97 |
| Sortino | 1.22 | 1.37 |
| Smart Sortino | 1.2 | 1.34 |
| Sortino/√2 | 0.86 | 0.97 |
| Smart Sortino/√2 | 0.85 | 0.95 |
| Omega | 1.2 | 1.22 |
| Max Drawdown | -8.88% | -7.4% |
| Max DD Date | 2026-03-30 | 2026-06-26 |
| Max DD Period Start | 2026-01-28 | 2026-05-14 |
| Max DD Period End | 2026-04-13 | 2026-09-09 |
| Longest DD Days | 76 | 119 |
| Volatility (ann.) | 12.86% | 12.94% |
| R^2 | 0.06 | 0.06 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 1.63 | 2.3 |
| Skew | -0.02 | -0.6 |
| Kurtosis | 0.78 | 0.59 |
| Ulcer Performance Index | 6.68 | 5.6 |
| Risk-Adjusted Return | 14.51% | 17.74% |
| Risk-Return Ratio | 0.07 | 0.08 |
| Avg. Return | 0.06% | 0.07% |
| Avg. Win | 0.63% | 0.72% |
| Avg. Loss | -0.7% | -0.79% |
| Win/Loss Ratio | 0.9 | 0.91 |
| Profit Ratio | 1.02 | 0.58 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 1.04% | 1.21% |
| Expected Yearly | 6.95% | 8.11% |
| Kelly Criterion | -1.19% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -1.28% |
| Expected Shortfall (cVaR) | -1.66% | -1.95% |
| Max Consecutive Wins | 7 | 9 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.2 | 0.22 |
| Gain/Pain (1M) | 1.83 | 1.52 |
| Payoff Ratio | 0.9 | 0.91 |
| Profit Factor | 1.2 | 1.22 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 0.99 | 0.86 |
| Outlier Win Ratio | 2.84 | 2.83 |
| Outlier Loss Ratio | 3.01 | 2.91 |
| MTD | 1.47% | -3.79% |
| 3M | 1.46% | 3.42% |
| 6M | 6.94% | -0.0% |
| YTD | 13.33% | 12.61% |
| 1Y | 14.39% | 16.88% |
| 3Y (ann.) | 14.51% | 17.03% |
| 5Y (ann.) | 14.51% | 17.03% |
| 10Y (ann.) | 14.51% | 17.03% |
| All-time (ann.) | 14.51% | 17.03% |
| Best Day | 2.91% | 1.95% |
| Worst Day | -2.58% | -2.94% |
| Best Month | 10.51% | 5.78% |
| Worst Month | -4.94% | -3.79% |
| Best Year | 13.33% | 12.61% |
| Worst Year | 0.94% | 3.8% |
| Avg. Drawdown | -1.74% | -2.06% |
| Avg. Drawdown Days | 14 | 16 |
| Recovery Factor | 1.61 | 2.22 |
| Ulcer Index | 0.02 | 0.03 |
| Serenity Index | 0.94 | 0.69 |
| Avg. Up Month | 2.61% | 3.02% |
| Avg. Down Month | -2.29% | -2.27% |
| Win Days | 52.0% | 57.14% |
| Win Month | 61.54% | 61.54% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.26 |
| Alpha | - | 0.13 |
| Correlation | - | 25.4% |
| Treynor Ratio | - | 66.06% |
| Year | SPY | ASFCX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 3.80 | 4.05 | + |
| 2026 | 13.33 | 12.61 | 0.95 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-14 | 2026-09-09 | -7.40 | 119 |
| 2026-10-13 | 2026-11-04 | -6.98 | 23 |
| 2025-11-13 | 2025-12-18 | -5.24 | 36 |
| 2026-01-30 | 2026-02-24 | -4.01 | 26 |
| 2026-03-02 | 2026-04-02 | -3.05 | 32 |
| 2026-04-08 | 2026-04-15 | -1.97 | 8 |
| 2025-12-29 | 2026-01-02 | -1.68 | 5 |
| 2026-01-07 | 2026-01-09 | -1.67 | 3 |
| 2026-01-16 | 2026-01-21 | -1.52 | 6 |
| 2026-04-17 | 2026-04-21 | -1.44 | 5 |