| Metric | ISVL | AVDV |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 23.87% | 24.46% |
| CAGR﹪ | 24.08% | 24.67% |
| Sharpe | 1.26 | 1.16 |
| Prob. Sharpe Ratio | 89.56% | 87.54% |
| Smart Sharpe | 1.14 | 1.09 |
| Sortino | 1.91 | 1.71 |
| Smart Sortino | 1.73 | 1.61 |
| Sortino/√2 | 1.35 | 1.21 |
| Smart Sortino/√2 | 1.22 | 1.14 |
| Omega | 1.28 | 1.26 |
| 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.) | 15.12% | 17.08% |
| R^2 | 0.86 | 0.86 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 1.93 | 1.87 |
| Skew | 0.06 | -0.08 |
| Kurtosis | 1.15 | 1.24 |
| Ulcer Performance Index | 6.85 | 6.05 |
| Risk-Adjusted Return | 24.08% | 24.92% |
| Risk-Return Ratio | 0.09 | 0.09 |
| Avg. Return | 0.09% | 0.09% |
| Avg. Win | 0.81% | 0.9% |
| Avg. Loss | -0.82% | -0.93% |
| Win/Loss Ratio | 0.99 | 0.97 |
| Profit Ratio | 0.84 | 0.73 |
| Expected Daily | 0.09% | 0.09% |
| Expected Monthly | 1.66% | 1.7% |
| Expected Yearly | 11.3% | 11.56% |
| Kelly Criterion | 10.08% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -1.68% |
| Expected Shortfall (cVaR) | -2.08% | -2.28% |
| Max Consecutive Wins | 8 | 7 |
| Max Consecutive Losses | 6 | 3 |
| Gain/Pain Ratio | 0.28 | 0.26 |
| Gain/Pain (1M) | 1.48 | 1.13 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 1.28 | 1.26 |
| Common Sense Ratio | 1.52 | 1.19 |
| CPC Index | 0.7 | 0.69 |
| Tail Ratio | 1.19 | 0.94 |
| Outlier Win Ratio | 3.46 | 3.55 |
| Outlier Loss Ratio | 3.1 | 3.5 |
| MTD | 1.52% | 0.98% |
| 3M | 1.18% | 1.24% |
| 6M | 6.16% | 2.31% |
| YTD | 14.13% | 15.12% |
| 1Y | 23.87% | 24.46% |
| 3Y (ann.) | 24.08% | 24.67% |
| 5Y (ann.) | 24.08% | 24.67% |
| 10Y (ann.) | 24.08% | 24.67% |
| All-time (ann.) | 24.08% | 24.67% |
| 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 | 14.13% | 15.12% |
| Worst Year | 8.53% | 8.11% |
| Avg. Drawdown | -1.62% | -2.06% |
| Avg. Drawdown Days | 14 | 13 |
| Recovery Factor | 1.81 | 1.77 |
| Ulcer Index | 0.03 | 0.04 |
| Serenity Index | 0.67 | 0.61 |
| Avg. Up Month | 4.22% | 4.95% |
| Avg. Down Month | -3.81% | -5.16% |
| Win Days | 55.2% | 56.28% |
| Win Month | 69.23% | 69.23% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.05 |
| Alpha | - | -0.0 |
| Correlation | - | 92.8% |
| Treynor Ratio | - | 23.33% |
| Year | ISVL | AVDV | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 8.53 | 8.11 | 0.95 | - |
| 2026 | 14.13 | 15.12 | 1.07 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-05-12 | -13.19 | 72 |
| 2026-09-08 | 2026-11-04 | -7.56 | 58 |
| 2026-05-27 | 2026-08-06 | -6.28 | 72 |
| 2025-11-13 | 2025-11-25 | -3.75 | 13 |
| 2026-05-15 | 2026-05-22 | -3.01 | 8 |
| 2026-01-30 | 2026-02-06 | -2.85 | 8 |
| 2026-08-28 | 2026-09-02 | -1.48 | 6 |
| 2026-08-18 | 2026-08-20 | -1.32 | 3 |
| 2025-12-12 | 2025-12-18 | -0.97 | 7 |
| 2025-12-01 | 2025-12-03 | -0.78 | 3 |