| Metric | SPY | CBHIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 84.0% |
| Cumulative Return | 6.48% | 3.45% |
| CAGR﹪ | 13.27% | 6.97% |
| Sharpe | 0.78 | 0.63 |
| Prob. Sharpe Ratio | 70.87% | 67.22% |
| Smart Sharpe | 0.75 | 0.62 |
| Sortino | 1.14 | 0.94 |
| Smart Sortino | 1.09 | 0.93 |
| Sortino/√2 | 0.8 | 0.66 |
| Smart Sortino/√2 | 0.77 | 0.66 |
| Omega | 1.19 | 1.24 |
| Max Drawdown | -4.49% | -2.08% |
| Max DD Date | 2026-06-10 | 2026-07-06 |
| Max DD Period Start | 2026-06-03 | 2026-06-15 |
| Max DD Period End | 2026-07-31 | 2026-07-16 |
| Longest DD Days | 59 | 37 |
| Volatility (ann.) | 12.4% | 5.27% |
| R^2 | 0.11 | 0.11 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 2.95 | 3.36 |
| Skew | -0.15 | 0.12 |
| Kurtosis | 0.59 | -0.1 |
| Ulcer Performance Index | 3.89 | 4.02 |
| Risk-Adjusted Return | 13.27% | 8.3% |
| Risk-Return Ratio | 0.07 | 0.08 |
| Avg. Return | 0.02% | 0.03% |
| Avg. Win | 0.58% | 0.29% |
| Avg. Loss | -0.44% | -0.26% |
| Win/Loss Ratio | 1.31 | 1.12 |
| Profit Ratio | 1.15 | 0.49 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 0.9% | 0.49% |
| Expected Yearly | 6.48% | 3.45% |
| Kelly Criterion | 12.49% | 12.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.52% |
| Expected Shortfall (cVaR) | -1.63% | -0.61% |
| Max Consecutive Wins | 4 | 3 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.19 | 0.24 |
| Gain/Pain (1M) | 3.26 | 2.89 |
| Payoff Ratio | 1.31 | 1.12 |
| Profit Factor | 1.19 | 1.24 |
| Common Sense Ratio | 1.47 | 1.27 |
| CPC Index | 0.78 | 0.75 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 2.66 | 3.63 |
| Outlier Loss Ratio | 3.07 | 2.18 |
| MTD | 1.47% | -0.53% |
| 3M | 1.46% | 1.51% |
| 6M | 6.48% | 3.45% |
| YTD | 6.48% | 3.45% |
| 1Y | 6.48% | 3.45% |
| 3Y (ann.) | 13.27% | 6.97% |
| 5Y (ann.) | 13.27% | 6.97% |
| 10Y (ann.) | 13.27% | 6.97% |
| All-time (ann.) | 13.27% | 6.97% |
| Best Day | 1.8% | 0.86% |
| Worst Day | -2.58% | -0.75% |
| Best Month | 4.52% | 2.03% |
| Worst Month | -1.03% | -0.67% |
| Best Year | 6.48% | 3.45% |
| Worst Year | 6.48% | 3.45% |
| Avg. Drawdown | -1.57% | -0.96% |
| Avg. Drawdown Days | 17 | 15 |
| Recovery Factor | 1.48 | 1.67 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.91 | 0.77 |
| Avg. Up Month | 2.41% | 0.6% |
| Avg. Down Month | -0.33% | -0.67% |
| Win Days | 50.39% | 53.77% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.14 |
| Alpha | - | 0.09 |
| Correlation | - | -33.26% |
| Treynor Ratio | - | -24.42% |
| Year | SPY | CBHIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 3.45 | 0.53 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-15 | 2026-07-16 | -2.08 | 32 |
| 2026-07-30 | 2026-09-04 | -1.80 | 37 |
| 2026-09-11 | 2026-10-13 | -1.41 | 33 |
| 2026-10-26 | 2026-11-04 | -1.26 | 10 |
| 2026-05-11 | 2026-05-18 | -0.73 | 8 |
| 2026-05-21 | 2026-06-09 | -0.64 | 20 |
| 2026-07-23 | 2026-07-28 | -0.64 | 6 |
| 2026-10-19 | 2026-10-21 | -0.53 | 3 |
| 2026-05-06 | 2026-05-07 | -0.43 | 2 |
| 2026-07-21 | 2026-07-21 | -0.11 | 1 |