| Metric | SPY | CBHIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 86.0% |
| Cumulative Return | 18.6% | 5.16% |
| CAGR﹪ | 40.67% | 10.59% |
| Sharpe | 2.32 | 1.18 |
| Prob. Sharpe Ratio | 95.04% | 79.87% |
| Smart Sharpe | 2.3 | 1.15 |
| Sortino | 3.78 | 1.8 |
| Smart Sortino | 3.75 | 1.75 |
| Sortino/√2 | 2.67 | 1.28 |
| Smart Sortino/√2 | 2.65 | 1.24 |
| Omega | 1.54 | 1.34 |
| 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.) | 13.55% | 5.58% |
| R^2 | 0.16 | 0.16 |
| Information Ratio | -0.09 | -0.09 |
| Calmar | 9.05 | 5.1 |
| Skew | 0.1 | 0.06 |
| Kurtosis | 1.12 | -0.43 |
| Ulcer Performance Index | 11.86 | 6.42 |
| Risk-Adjusted Return | 40.67% | 12.31% |
| Risk-Return Ratio | 0.16 | 0.12 |
| Avg. Return | 0.14% | 0.05% |
| Avg. Win | 0.52% | 0.32% |
| Avg. Loss | -0.44% | -0.33% |
| Win/Loss Ratio | 1.19 | 0.97 |
| Profit Ratio | 1.12 | 0.51 |
| Expected Daily | 0.14% | 0.04% |
| Expected Monthly | 2.47% | 0.72% |
| Expected Yearly | 18.6% | 5.16% |
| Kelly Criterion | 15.33% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -0.54% |
| Expected Shortfall (cVaR) | -1.77% | -0.62% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 3 |
| Gain/Pain Ratio | 0.54 | 0.34 |
| Gain/Pain (1M) | 10.92 | 201.81 |
| Payoff Ratio | 1.19 | 0.97 |
| Profit Factor | 1.54 | 1.34 |
| Common Sense Ratio | 2.01 | 1.37 |
| CPC Index | 0.99 | 0.72 |
| Tail Ratio | 1.3 | 1.02 |
| Outlier Win Ratio | 3.21 | 3.25 |
| Outlier Loss Ratio | 3.16 | 2.08 |
| MTD | 1.08% | -0.03% |
| 3M | 3.82% | 1.76% |
| 6M | 18.6% | 5.16% |
| YTD | 18.6% | 5.16% |
| 1Y | 18.6% | 5.16% |
| 3Y (ann.) | 40.67% | 10.59% |
| 5Y (ann.) | 40.67% | 10.59% |
| 10Y (ann.) | 40.67% | 10.59% |
| All-time (ann.) | 40.67% | 10.59% |
| Best Day | 2.91% | 0.86% |
| Worst Day | -2.58% | -0.75% |
| Best Month | 10.51% | 1.21% |
| Worst Month | -1.03% | -0.03% |
| Best Year | 18.6% | 5.16% |
| Worst Year | 18.6% | 5.16% |
| Avg. Drawdown | -1.13% | -0.73% |
| Avg. Drawdown Days | 9 | 11 |
| Recovery Factor | 3.9 | 2.46 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 2.75 | 1.29 |
| Avg. Up Month | 4.62% | 0.77% |
| Avg. Down Month | - | - |
| Win Days | 53.97% | 55.56% |
| Win Month | 71.43% | 85.71% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.17 |
| Alpha | - | 0.16 |
| Correlation | - | -40.24% |
| Treynor Ratio | - | -31.17% |
| Year | SPY | CBHIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 5.16 | 0.28 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-15 | 2026-07-16 | -2.08 | 32 |
| 2026-07-30 | 2026-09-04 | -1.80 | 37 |
| 2026-03-31 | 2026-04-23 | -1.34 | 24 |
| 2026-09-11 | 2026-09-22 | -0.77 | 12 |
| 2026-05-11 | 2026-05-18 | -0.73 | 8 |
| 2026-05-27 | 2026-06-09 | -0.64 | 14 |
| 2026-07-23 | 2026-07-28 | -0.64 | 6 |
| 2026-05-06 | 2026-05-07 | -0.43 | 2 |
| 2026-05-04 | 2026-05-04 | -0.32 | 1 |
| 2026-04-30 | 2026-04-30 | -0.32 | 1 |