| Metric | SPY | EAGMX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 58.0% |
| Cumulative Return | 14.39% | 9.01% |
| CAGR﹪ | 14.51% | 9.09% |
| Sharpe | 0.83 | 2.52 |
| Prob. Sharpe Ratio | 79.61% | 99.12% |
| Smart Sharpe | 0.82 | 2.11 |
| Sortino | 1.22 | 3.81 |
| Smart Sortino | 1.2 | 3.19 |
| Sortino/√2 | 0.86 | 2.69 |
| Smart Sortino/√2 | 0.85 | 2.25 |
| Omega | 1.2 | 2.29 |
| Max Drawdown | -8.88% | -1.48% |
| Max DD Date | 2026-03-30 | 2026-04-08 |
| Max DD Period Start | 2026-01-28 | 2026-02-19 |
| Max DD Period End | 2026-04-13 | 2026-05-04 |
| Longest DD Days | 76 | 75 |
| Volatility (ann.) | 12.86% | 2.01% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 1.63 | 6.15 |
| Skew | -0.02 | -0.66 |
| Kurtosis | 0.78 | 2.89 |
| Ulcer Performance Index | 6.68 | 22.59 |
| Risk-Adjusted Return | 14.51% | 15.67% |
| Risk-Return Ratio | 0.07 | 0.27 |
| Avg. Return | 0.12% | 0.06% |
| Avg. Win | 0.66% | 0.15% |
| Avg. Loss | -0.55% | -0.14% |
| Win/Loss Ratio | 1.19 | 1.07 |
| Profit Ratio | 1.02 | 0.09 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 1.04% | 0.67% |
| Expected Yearly | 6.95% | 4.41% |
| Kelly Criterion | 11.75% | 43.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.17% |
| Expected Shortfall (cVaR) | -1.66% | -0.3% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.2 | 1.29 |
| Gain/Pain (1M) | 1.83 | 4.77 |
| Payoff Ratio | 1.19 | 1.07 |
| Profit Factor | 1.2 | 2.29 |
| Common Sense Ratio | 1.19 | 4.52 |
| CPC Index | 0.74 | 1.73 |
| Tail Ratio | 0.99 | 1.97 |
| Outlier Win Ratio | 2.84 | 3.81 |
| Outlier Loss Ratio | 3.01 | 2.43 |
| MTD | 1.47% | -0.22% |
| 3M | 1.46% | 1.14% |
| 6M | 6.94% | 2.99% |
| YTD | 13.33% | 6.67% |
| 1Y | 14.39% | 9.01% |
| 3Y (ann.) | 14.51% | 9.09% |
| 5Y (ann.) | 14.51% | 9.09% |
| 10Y (ann.) | 14.51% | 9.09% |
| All-time (ann.) | 14.51% | 9.09% |
| Best Day | 2.91% | 0.45% |
| Worst Day | -2.58% | -0.55% |
| Best Month | 10.51% | 2.51% |
| Worst Month | -4.94% | -1.34% |
| Best Year | 13.33% | 6.67% |
| Worst Year | 0.94% | 2.2% |
| Avg. Drawdown | -1.74% | -0.26% |
| Avg. Drawdown Days | 14 | 10 |
| Recovery Factor | 1.61 | 5.85 |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 0.94 | 2.51 |
| Avg. Up Month | 2.98% | 1.1% |
| Avg. Down Month | -2.92% | -0.79% |
| Win Days | 52.0% | 70.63% |
| Win Month | 61.54% | 76.92% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.02 |
| Alpha | - | 0.08 |
| Correlation | - | 11.33% |
| Treynor Ratio | - | 508.94% |
| Year | SPY | EAGMX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 2.20 | 2.35 | + |
| 2026 | 13.33 | 6.67 | 0.50 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-19 | 2026-05-04 | -1.48 | 75 |
| 2026-10-19 | 2026-11-04 | -0.57 | 17 |
| 2026-07-08 | 2026-07-29 | -0.33 | 22 |
| 2025-12-08 | 2025-12-11 | -0.22 | 4 |
| 2026-01-30 | 2026-02-02 | -0.22 | 4 |
| 2026-05-15 | 2026-05-22 | -0.22 | 8 |
| 2026-06-23 | 2026-06-29 | -0.22 | 7 |
| 2026-10-02 | 2026-10-09 | -0.22 | 8 |
| 2025-12-31 | 2025-12-31 | -0.11 | 1 |
| 2025-11-21 | 2025-11-21 | -0.11 | 1 |