| Metric | SPY | CSAIX |
|---|---|---|
| Risk-Free Proxy | BIL daily | BIL daily |
| Time in Market | 100.0% | 92.0% |
| Cumulative Return | 14.78% | 1.84% |
| CAGR﹪ | 32.64% | 3.8% |
| Sharpe | 1.83 | 0.07 |
| Prob. Sharpe Ratio | 89.88% | 51.97% |
| Smart Sharpe | 1.81 | 0.07 |
| Sortino | 2.83 | 0.09 |
| Smart Sortino | 2.81 | 0.09 |
| Sortino/√2 | 2.0 | 0.07 |
| Smart Sortino/√2 | 1.99 | 0.06 |
| Omega | 1.42 | 1.07 |
| Max Drawdown | -6.42% | -6.64% |
| Max DD Date | 2026-03-30 | 2026-08-05 |
| Max DD Period Start | 2026-03-11 | 2026-05-14 |
| Max DD Period End | 2026-04-07 | 2026-09-03 |
| Longest DD Days | 59 | 113 |
| Volatility (ann.) | 13.98% | 10.89% |
| R^2 | 0.05 | 0.05 |
| Information Ratio | -0.08 | -0.08 |
| Calmar | 5.08 | 0.57 |
| Skew | 0.01 | -0.72 |
| Kurtosis | 0.92 | 1.18 |
| Ulcer Performance Index | 7.81 | 0.51 |
| Risk-Adjusted Return | 32.64% | 4.13% |
| Risk-Return Ratio | 0.13 | 0.02 |
| Avg. Return | 0.09% | 0.02% |
| Avg. Win | 0.54% | 0.45% |
| Avg. Loss | -0.69% | -0.58% |
| Win/Loss Ratio | 0.78 | 0.79 |
| Profit Ratio | 0.99 | 0.44 |
| Expected Daily | 0.11% | 0.01% |
| Expected Monthly | 1.99% | 0.26% |
| Expected Yearly | 14.78% | 1.84% |
| Kelly Criterion | -3.81% | 2.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -1.11% |
| Expected Shortfall (cVaR) | -1.67% | -1.5% |
| Max Consecutive Wins | 7 | 11 |
| Max Consecutive Losses | 3 | 5 |
| Gain/Pain Ratio | 0.42 | 0.07 |
| Gain/Pain (1M) | 3.13 | 0.73 |
| Payoff Ratio | 0.78 | 0.79 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | 1.59 | 0.91 |
| CPC Index | 0.6 | 0.48 |
| Tail Ratio | 1.12 | 0.85 |
| Outlier Win Ratio | 3.28 | 2.79 |
| Outlier Loss Ratio | 2.88 | 3.23 |
| MTD | 0.8% | 0.0% |
| 3M | 2.05% | -1.07% |
| 6M | 14.78% | 1.84% |
| YTD | 14.78% | 1.84% |
| 1Y | 14.78% | 1.84% |
| 3Y (ann.) | 32.64% | 3.8% |
| 5Y (ann.) | 32.64% | 3.8% |
| 10Y (ann.) | 32.64% | 3.8% |
| All-time (ann.) | 32.64% | 3.8% |
| Best Day | 2.91% | 1.59% |
| Worst Day | -2.58% | -2.38% |
| Best Month | 10.51% | 2.39% |
| Worst Month | -3.7% | -1.45% |
| Best Year | 14.78% | 1.84% |
| Worst Year | 14.78% | 1.84% |
| Avg. Drawdown | -1.31% | -3.71% |
| Avg. Drawdown Days | 9 | 53 |
| Recovery Factor | 2.22 | 0.32 |
| Ulcer Index | 0.02 | 0.04 |
| Serenity Index | 1.45 | 0.06 |
| Avg. Up Month | 6.15% | 1.63% |
| Avg. Down Month | -2.37% | -1.0% |
| Win Days | 54.47% | 57.14% |
| Win Month | 71.43% | 50.0% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.17 |
| Alpha | - | 0.09 |
| Correlation | - | -22.36% |
| Treynor Ratio | - | -10.55% |
| Year | SPY | CSAIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 14.78 | 1.84 | 0.12 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-14 | 2026-09-03 | -6.64 | 113 |
| 2026-03-13 | 2026-04-24 | -3.41 | 43 |
| 2026-05-06 | 2026-05-08 | -1.09 | 3 |