| Metric | ISVL | AVDV |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 18.15% | 17.39% |
| CAGR﹪ | 39.58% | 37.81% |
| Sharpe | 2.0 | 1.68 |
| Prob. Sharpe Ratio | 92.89% | 88.58% |
| Smart Sharpe | 1.64 | 1.46 |
| Sortino | 3.46 | 2.72 |
| Smart Sortino | 2.84 | 2.37 |
| Sortino/√2 | 2.45 | 1.92 |
| Smart Sortino/√2 | 2.01 | 1.67 |
| Omega | 1.45 | 1.37 |
| Max Drawdown | -3.61% | -6.28% |
| Max DD Date | 2026-04-29 | 2026-07-20 |
| Max DD Period Start | 2026-04-20 | 2026-05-27 |
| Max DD Period End | 2026-05-05 | 2026-08-06 |
| Longest DD Days | 28 | 72 |
| Volatility (ann.) | 15.47% | 17.9% |
| R^2 | 0.87 | 0.87 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 10.97 | 6.02 |
| Skew | 0.61 | 0.33 |
| Kurtosis | 1.04 | 1.13 |
| Ulcer Performance Index | 13.06 | 6.38 |
| Risk-Adjusted Return | 39.58% | 37.81% |
| Risk-Return Ratio | 0.14 | 0.12 |
| Avg. Return | 0.14% | 0.13% |
| Avg. Win | 0.91% | 1.02% |
| Avg. Loss | -0.73% | -0.86% |
| Win/Loss Ratio | 1.25 | 1.18 |
| Profit Ratio | 1.2 | 0.94 |
| Expected Daily | 0.13% | 0.13% |
| Expected Monthly | 2.41% | 2.32% |
| Expected Yearly | 18.15% | 17.39% |
| Kelly Criterion | 14.17% | 15.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -1.72% |
| Expected Shortfall (cVaR) | -1.79% | -2.27% |
| Max Consecutive Wins | 5 | 5 |
| Max Consecutive Losses | 4 | 3 |
| Gain/Pain Ratio | 0.45 | 0.37 |
| Gain/Pain (1M) | 8.26 | 3.21 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.45 | 1.37 |
| Common Sense Ratio | 2.05 | 1.71 |
| CPC Index | 0.95 | 0.88 |
| Tail Ratio | 1.41 | 1.25 |
| Outlier Win Ratio | 3.57 | 3.6 |
| Outlier Loss Ratio | 2.83 | 2.81 |
| MTD | -0.02% | 0.5% |
| 3M | 7.87% | 5.91% |
| 6M | 18.15% | 17.39% |
| YTD | 18.15% | 17.39% |
| 1Y | 18.15% | 17.39% |
| 3Y (ann.) | 39.58% | 37.81% |
| 5Y (ann.) | 39.58% | 37.81% |
| 10Y (ann.) | 39.58% | 37.81% |
| All-time (ann.) | 39.58% | 37.81% |
| Best Day | 3.41% | 3.82% |
| Worst Day | -2.24% | -3.19% |
| Best Month | 6.6% | 7.47% |
| Worst Month | -2.17% | -5.27% |
| Best Year | 18.15% | 17.39% |
| Worst Year | 18.15% | 17.39% |
| Avg. Drawdown | -1.22% | -1.54% |
| Avg. Drawdown Days | 7 | 9 |
| Recovery Factor | 4.79 | 2.68 |
| Ulcer Index | 0.01 | 0.03 |
| Serenity Index | 4.18 | 1.24 |
| Avg. Up Month | 3.86% | 4.3% |
| Avg. Down Month | -2.17% | -5.27% |
| Win Days | 52.38% | 54.4% |
| Win Month | 71.43% | 85.71% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.08 |
| Alpha | - | -0.04 |
| Correlation | - | 93.12% |
| Treynor Ratio | - | 16.14% |
| Year | ISVL | AVDV | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.15 | 17.39 | 0.96 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-27 | 2026-08-06 | -6.28 | 72 |
| 2026-04-20 | 2026-05-05 | -3.89 | 16 |
| 2026-05-15 | 2026-05-22 | -3.01 | 8 |
| 2026-03-26 | 2026-03-30 | -2.71 | 5 |
| 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 |
| 2026-04-02 | 2026-04-07 | -0.97 | 6 |
| 2026-04-15 | 2026-04-16 | -0.76 | 2 |
| 2026-04-09 | 2026-04-09 | -0.44 | 1 |