| Metric | ISVL | AVDV |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 25.19% | 31.53% |
| CAGR﹪ | 25.42% | 31.82% |
| Sharpe | 1.32 | 1.48 |
| Prob. Sharpe Ratio | 90.63% | 92.78% |
| Smart Sharpe | 1.23 | 1.39 |
| Sortino | 2.01 | 2.19 |
| Smart Sortino | 1.87 | 2.07 |
| Sortino/√2 | 1.42 | 1.55 |
| Smart Sortino/√2 | 1.32 | 1.46 |
| Omega | 1.3 | 1.33 |
| Max Drawdown | -12.48% | -13.19% |
| Max DD Date | 2026-03-20 | 2026-03-20 |
| Max DD Period Start | 2026-03-02 | 2026-03-02 |
| Max DD Period End | 2026-07-29 | 2026-05-12 |
| Longest DD Days | 150 | 72 |
| Volatility (ann.) | 14.99% | 17.0% |
| R^2 | 0.86 | 0.86 |
| Information Ratio | 0.05 | 0.05 |
| Calmar | 2.04 | 2.41 |
| Skew | 0.07 | -0.13 |
| Kurtosis | 1.23 | 1.32 |
| Ulcer Performance Index | 7.79 | 8.58 |
| Risk-Adjusted Return | 25.42% | 31.82% |
| Risk-Return Ratio | 0.1 | 0.11 |
| Avg. Return | 0.09% | 0.12% |
| Avg. Win | 0.81% | 0.91% |
| Avg. Loss | -0.81% | -0.92% |
| Win/Loss Ratio | 0.99 | 1.0 |
| Profit Ratio | 0.89 | 0.72 |
| Expected Daily | 0.09% | 0.11% |
| Expected Monthly | 1.74% | 2.13% |
| Expected Yearly | 11.89% | 14.69% |
| Kelly Criterion | 9.36% | 14.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -1.65% |
| Expected Shortfall (cVaR) | -2.13% | -2.3% |
| Max Consecutive Wins | 8 | 7 |
| Max Consecutive Losses | 6 | 3 |
| Gain/Pain Ratio | 0.3 | 0.33 |
| Gain/Pain (1M) | 2.06 | 1.98 |
| Payoff Ratio | 0.99 | 1.0 |
| Profit Factor | 1.3 | 1.33 |
| Common Sense Ratio | 1.61 | 1.26 |
| CPC Index | 0.71 | 0.76 |
| Tail Ratio | 1.24 | 0.94 |
| Outlier Win Ratio | 3.45 | 3.52 |
| Outlier Loss Ratio | 3.2 | 3.54 |
| MTD | -0.02% | 0.5% |
| 3M | 7.87% | 5.91% |
| 6M | 20.99% | 19.96% |
| YTD | 17.38% | 22.01% |
| 1Y | 25.19% | 31.53% |
| 3Y (ann.) | 25.42% | 31.82% |
| 5Y (ann.) | 25.42% | 31.82% |
| 10Y (ann.) | 25.42% | 31.82% |
| All-time (ann.) | 25.42% | 31.82% |
| Best Day | 3.41% | 3.82% |
| Worst Day | -3.05% | -3.43% |
| Best Month | 6.64% | 8.87% |
| Worst Month | -8.78% | -9.19% |
| Best Year | 17.38% | 22.01% |
| Worst Year | 6.66% | 7.8% |
| Avg. Drawdown | -1.44% | -1.91% |
| Avg. Drawdown Days | 12 | 11 |
| Recovery Factor | 1.89 | 2.19 |
| Ulcer Index | 0.03 | 0.04 |
| Serenity Index | 0.75 | 0.85 |
| Avg. Up Month | 3.91% | 4.78% |
| Avg. Down Month | -5.47% | -7.23% |
| Win Days | 54.8% | 57.26% |
| Win Month | 69.23% | 84.62% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.05 |
| Alpha | - | 0.04 |
| Correlation | - | 92.95% |
| Treynor Ratio | - | 29.9% |
| Year | ISVL | AVDV | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 6.66 | 7.80 | 1.17 | + |
| 2026 | 17.38 | 22.01 | 1.27 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-05-12 | -13.19 | 72 |
| 2026-05-27 | 2026-08-06 | -6.28 | 72 |
| 2025-11-13 | 2025-11-25 | -3.75 | 13 |
| 2025-10-28 | 2025-11-11 | -3.29 | 15 |
| 2025-10-07 | 2025-10-23 | -3.20 | 17 |
| 2026-05-15 | 2026-05-22 | -3.01 | 8 |
| 2026-01-30 | 2026-02-06 | -2.85 | 8 |
| 2026-09-08 | 2026-09-22 | -2.45 | 15 |
| 2026-08-28 | 2026-09-02 | -1.48 | 6 |
| 2026-08-18 | 2026-08-20 | -1.32 | 3 |