| Metric | ISVL | AVDV |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 6.13% | 1.84% |
| CAGR﹪ | 12.53% | 3.69% |
| Sharpe | 0.69 | 0.08 |
| Prob. Sharpe Ratio | 68.9% | 52.32% |
| Smart Sharpe | 0.51 | 0.07 |
| Sortino | 1.05 | 0.12 |
| Smart Sortino | 0.77 | 0.1 |
| Sortino/√2 | 0.74 | 0.08 |
| Smart Sortino/√2 | 0.55 | 0.07 |
| Omega | 1.16 | 1.05 |
| Max Drawdown | -5.85% | -7.56% |
| Max DD Date | 2026-10-23 | 2026-11-03 |
| Max DD Period Start | 2026-09-04 | 2026-09-08 |
| Max DD Period End | 2026-11-04 | 2026-11-04 |
| Longest DD Days | 62 | 72 |
| Volatility (ann.) | 13.16% | 15.82% |
| R^2 | 0.82 | 0.82 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | 2.14 | 0.49 |
| Skew | 0.3 | -0.07 |
| Kurtosis | 0.07 | 0.74 |
| Ulcer Performance Index | 2.54 | 0.51 |
| Risk-Adjusted Return | 12.53% | 3.72% |
| Risk-Return Ratio | 0.06 | 0.02 |
| Avg. Return | 0.05% | 0.02% |
| Avg. Win | 0.73% | 0.8% |
| Avg. Loss | -0.71% | -0.86% |
| Win/Loss Ratio | 1.03 | 0.92 |
| Profit Ratio | 1.06 | 0.7 |
| Expected Daily | 0.05% | 0.01% |
| Expected Monthly | 0.85% | 0.26% |
| Expected Yearly | 6.13% | 1.84% |
| Kelly Criterion | 3.81% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -1.62% |
| Expected Shortfall (cVaR) | -1.5% | -2.11% |
| Max Consecutive Wins | 4 | 5 |
| Max Consecutive Losses | 4 | 3 |
| Gain/Pain Ratio | 0.16 | 0.05 |
| Gain/Pain (1M) | 1.01 | 0.22 |
| Payoff Ratio | 1.03 | 0.92 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.25 | 0.93 |
| CPC Index | 0.61 | 0.53 |
| Tail Ratio | 1.07 | 0.89 |
| Outlier Win Ratio | 3.2 | 3.68 |
| Outlier Loss Ratio | 2.44 | 2.69 |
| MTD | 1.52% | 0.98% |
| 3M | 1.18% | 1.24% |
| 6M | 6.13% | 1.84% |
| YTD | 6.13% | 1.84% |
| 1Y | 6.13% | 1.84% |
| 3Y (ann.) | 12.53% | 3.69% |
| 5Y (ann.) | 12.53% | 3.69% |
| 10Y (ann.) | 12.53% | 3.69% |
| All-time (ann.) | 12.53% | 3.69% |
| Best Day | 2.59% | 2.86% |
| Worst Day | -1.68% | -3.19% |
| Best Month | 4.95% | 7.47% |
| Worst Month | -2.48% | -5.27% |
| Best Year | 6.13% | 1.84% |
| Worst Year | 6.13% | 1.84% |
| Avg. Drawdown | -1.44% | -2.09% |
| Avg. Drawdown Days | 12 | 15 |
| Recovery Factor | 1.09 | 0.32 |
| Ulcer Index | 0.02 | 0.04 |
| Serenity Index | 0.44 | 0.1 |
| Avg. Up Month | 3.18% | 3.47% |
| Avg. Down Month | -2.15% | -3.82% |
| Win Days | 51.18% | 54.4% |
| Win Month | 57.14% | 57.14% |
| Win Quarter | 66.67% | 33.33% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.09 |
| Alpha | - | -0.09 |
| Correlation | - | 90.39% |
| Treynor Ratio | - | 1.69% |
| Year | ISVL | AVDV | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.13 | 1.84 | 0.30 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-09-08 | 2026-11-04 | -7.56 | 58 |
| 2026-05-27 | 2026-08-06 | -6.28 | 72 |
| 2026-05-15 | 2026-05-22 | -3.01 | 8 |
| 2026-08-28 | 2026-09-02 | -1.48 | 6 |
| 2026-08-18 | 2026-08-20 | -1.32 | 3 |
| 2026-05-07 | 2026-05-07 | -0.40 | 1 |
| 2026-05-12 | 2026-05-12 | -0.33 | 1 |
| 2026-08-26 | 2026-08-26 | -0.26 | 1 |
| 2026-08-10 | 2026-08-11 | -0.16 | 2 |
| 2026-08-24 | 2026-08-24 | -0.11 | 1 |