| Metric | SPY | ASFCX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 6.48% | -0.63% |
| CAGR﹪ | 13.27% | -1.25% |
| Sharpe | 0.78 | -0.34 |
| Prob. Sharpe Ratio | 70.87% | 40.57% |
| Smart Sharpe | 0.75 | -0.32 |
| Sortino | 1.14 | -0.45 |
| Smart Sortino | 1.09 | -0.43 |
| Sortino/√2 | 0.8 | -0.32 |
| Smart Sortino/√2 | 0.77 | -0.3 |
| Omega | 1.19 | 0.99 |
| Max Drawdown | -4.49% | -7.4% |
| Max DD Date | 2026-06-10 | 2026-06-26 |
| Max DD Period Start | 2026-06-03 | 2026-05-14 |
| Max DD Period End | 2026-07-31 | 2026-09-09 |
| Longest DD Days | 59 | 119 |
| Volatility (ann.) | 12.4% | 12.15% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | 2.95 | -0.17 |
| Skew | -0.15 | -0.43 |
| Kurtosis | 0.59 | 0.34 |
| Ulcer Performance Index | 3.89 | -0.16 |
| Risk-Adjusted Return | 13.27% | -1.32% |
| Risk-Return Ratio | 0.07 | -0.0 |
| Avg. Return | 0.04% | -0.0% |
| Avg. Win | 0.59% | 0.58% |
| Avg. Loss | -0.69% | -0.73% |
| Win/Loss Ratio | 0.86 | 0.79 |
| Profit Ratio | 1.15 | 0.62 |
| Expected Daily | 0.05% | -0.0% |
| Expected Monthly | 0.9% | -0.09% |
| Expected Yearly | 6.48% | -0.63% |
| Kelly Criterion | -7.27% | -5.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -1.26% |
| Expected Shortfall (cVaR) | -1.63% | -2.01% |
| Max Consecutive Wins | 4 | 6 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.19 | -0.01 |
| Gain/Pain (1M) | 3.26 | -0.03 |
| Payoff Ratio | 0.86 | 0.79 |
| Profit Factor | 1.19 | 0.99 |
| Common Sense Ratio | 1.47 | 0.92 |
| CPC Index | 0.52 | 0.42 |
| Tail Ratio | 1.23 | 0.92 |
| Outlier Win Ratio | 2.66 | 2.7 |
| Outlier Loss Ratio | 3.07 | 3.04 |
| MTD | 1.47% | -3.79% |
| 3M | 1.46% | 3.42% |
| 6M | 6.48% | -0.63% |
| YTD | 6.48% | -0.63% |
| 1Y | 6.48% | -0.63% |
| 3Y (ann.) | 13.27% | -1.25% |
| 5Y (ann.) | 13.27% | -1.25% |
| 10Y (ann.) | 13.27% | -1.25% |
| All-time (ann.) | 13.27% | -1.25% |
| Best Day | 1.8% | 1.66% |
| Worst Day | -2.58% | -2.24% |
| Best Month | 4.52% | 5.16% |
| Worst Month | -1.03% | -3.79% |
| Best Year | 6.48% | -0.63% |
| Worst Year | 6.48% | -0.63% |
| Avg. Drawdown | -1.57% | -2.97% |
| Avg. Drawdown Days | 17 | 28 |
| Recovery Factor | 1.48 | 0.04 |
| Ulcer Index | 0.02 | 0.04 |
| Serenity Index | 0.91 | -0.01 |
| Avg. Up Month | 1.36% | 2.29% |
| Avg. Down Month | -0.97% | -2.67% |
| Win Days | 50.39% | 53.33% |
| Win Month | 57.14% | 42.86% |
| Win Quarter | 100.0% | 33.33% |
| Win Year | 100.0% | 0.0% |
| Beta | - | 0.13 |
| Alpha | - | -0.02 |
| Correlation | - | 13.2% |
| Treynor Ratio | - | -4.88% |
| Year | SPY | ASFCX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | -0.63 | -0.10 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-14 | 2026-09-09 | -7.40 | 119 |
| 2026-10-13 | 2026-11-04 | -6.98 | 23 |
| 2026-05-06 | 2026-05-08 | -1.26 | 3 |
| 2026-09-25 | 2026-10-09 | -1.19 | 15 |
| 2026-09-16 | 2026-09-22 | -0.60 | 7 |
| 2026-09-14 | 2026-09-14 | -0.36 | 1 |