| Metric | SPY | EAGMX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 57.0% |
| Cumulative Return | 17.87% | 11.01% |
| CAGR﹪ | 18.02% | 11.1% |
| Sharpe | 1.04 | 3.32 |
| Prob. Sharpe Ratio | 84.73% | 99.88% |
| Smart Sharpe | 1.01 | 2.86 |
| Sortino | 1.51 | 5.15 |
| Smart Sortino | 1.47 | 4.44 |
| Sortino/√2 | 1.07 | 3.64 |
| Smart Sortino/√2 | 1.04 | 3.14 |
| Omega | 1.25 | 2.79 |
| 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.) | 12.99% | 1.99% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 2.03 | 7.51 |
| Skew | -0.15 | -0.76 |
| Kurtosis | 1.05 | 3.27 |
| Ulcer Performance Index | 8.3 | 28.21 |
| Risk-Adjusted Return | 18.02% | 19.47% |
| Risk-Return Ratio | 0.08 | 0.33 |
| Avg. Return | 0.14% | 0.07% |
| Avg. Win | 0.64% | 0.15% |
| Avg. Loss | -0.51% | -0.15% |
| Win/Loss Ratio | 1.27 | 1.0 |
| Profit Ratio | 0.94 | 0.07 |
| Expected Daily | 0.07% | 0.04% |
| Expected Monthly | 1.27% | 0.81% |
| Expected Yearly | 8.57% | 5.36% |
| Kelly Criterion | 17.04% | 51.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.16% |
| Expected Shortfall (cVaR) | -1.72% | -0.31% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 2 |
| Gain/Pain Ratio | 0.25 | 1.79 |
| Gain/Pain (1M) | 2.6 | 7.76 |
| Payoff Ratio | 1.27 | 1.0 |
| Profit Factor | 1.25 | 2.79 |
| Common Sense Ratio | 1.24 | 5.49 |
| CPC Index | 0.85 | 2.12 |
| Tail Ratio | 0.99 | 1.96 |
| Outlier Win Ratio | 2.88 | 3.74 |
| Outlier Loss Ratio | 3.19 | 2.26 |
| MTD | 1.08% | 0.55% |
| 3M | 3.82% | 2.04% |
| 6M | 19.85% | 3.91% |
| YTD | 14.3% | 6.96% |
| 1Y | 17.87% | 11.01% |
| 3Y (ann.) | 18.02% | 11.1% |
| 5Y (ann.) | 18.02% | 11.1% |
| 10Y (ann.) | 18.02% | 11.1% |
| All-time (ann.) | 18.02% | 11.1% |
| Best Day | 2.91% | 0.45% |
| Worst Day | -2.7% | -0.55% |
| Best Month | 10.51% | 2.51% |
| Worst Month | -4.94% | -1.34% |
| Best Year | 14.3% | 6.96% |
| Worst Year | 3.13% | 3.79% |
| Avg. Drawdown | -1.71% | -0.24% |
| Avg. Drawdown Days | 13 | 8 |
| Recovery Factor | 1.94 | 7.08 |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 1.16 | 3.07 |
| Avg. Up Month | 2.41% | 0.98% |
| Avg. Down Month | -4.94% | -1.34% |
| Win Days | 53.6% | 75.89% |
| Win Month | 76.92% | 92.31% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.02 |
| Alpha | - | 0.1 |
| Correlation | - | 13.19% |
| Treynor Ratio | - | 545.62% |
| Year | SPY | EAGMX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 3.79 | 1.21 | + |
| 2026 | 14.30 | 6.96 | 0.49 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-19 | 2026-05-04 | -1.48 | 75 |
| 2026-07-13 | 2026-07-29 | -0.33 | 17 |
| 2025-12-08 | 2025-12-12 | -0.22 | 5 |
| 2026-05-15 | 2026-05-22 | -0.22 | 8 |
| 2026-01-30 | 2026-02-02 | -0.22 | 4 |
| 2026-06-23 | 2026-06-29 | -0.22 | 7 |
| 2025-10-30 | 2025-10-30 | -0.14 | 1 |
| 2025-10-14 | 2025-10-15 | -0.11 | 2 |
| 2025-12-31 | 2025-12-31 | -0.11 | 1 |
| 2025-11-21 | 2025-11-21 | -0.11 | 1 |