| Metric | SPY | EVNT |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 96.0% |
| Cumulative Return | 14.39% | 9.08% |
| CAGR﹪ | 14.51% | 9.16% |
| Sharpe | 0.83 | 1.02 |
| Prob. Sharpe Ratio | 79.61% | 84.66% |
| Smart Sharpe | 0.82 | 0.84 |
| Sortino | 1.22 | 1.55 |
| Smart Sortino | 1.2 | 1.27 |
| Sortino/√2 | 0.86 | 1.1 |
| Smart Sortino/√2 | 0.85 | 0.9 |
| Omega | 1.2 | 1.33 |
| Max Drawdown | -8.88% | -1.94% |
| Max DD Date | 2026-03-30 | 2026-09-15 |
| Max DD Period Start | 2026-01-28 | 2026-08-17 |
| Max DD Period End | 2026-04-13 | 2026-11-04 |
| Longest DD Days | 76 | 80 |
| Volatility (ann.) | 12.86% | 5.1% |
| R^2 | 0.19 | 0.19 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 1.63 | 4.73 |
| Skew | -0.02 | 0.12 |
| Kurtosis | 0.78 | 0.65 |
| Ulcer Performance Index | 6.68 | 12.68 |
| Risk-Adjusted Return | 14.51% | 9.54% |
| Risk-Return Ratio | 0.07 | 0.11 |
| Avg. Return | 0.06% | 0.04% |
| Avg. Win | 0.7% | 0.29% |
| Avg. Loss | -0.66% | -0.26% |
| Win/Loss Ratio | 1.05 | 1.13 |
| Profit Ratio | 1.02 | 0.82 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 1.04% | 0.67% |
| Expected Yearly | 6.95% | 4.44% |
| Kelly Criterion | 6.29% | 12.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.49% |
| Expected Shortfall (cVaR) | -1.66% | -0.64% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.2 | 0.33 |
| Gain/Pain (1M) | 1.83 | 13.7 |
| Payoff Ratio | 1.05 | 1.13 |
| Profit Factor | 1.2 | 1.33 |
| Common Sense Ratio | 1.19 | 1.64 |
| CPC Index | 0.66 | 0.81 |
| Tail Ratio | 0.99 | 1.23 |
| Outlier Win Ratio | 2.84 | 3.35 |
| Outlier Loss Ratio | 3.01 | 3.04 |
| MTD | 1.47% | 0.57% |
| 3M | 1.46% | 0.95% |
| 6M | 6.94% | 4.12% |
| YTD | 13.33% | 7.28% |
| 1Y | 14.39% | 9.08% |
| 3Y (ann.) | 14.51% | 9.16% |
| 5Y (ann.) | 14.51% | 9.16% |
| 10Y (ann.) | 14.51% | 9.16% |
| All-time (ann.) | 14.51% | 9.16% |
| Best Day | 2.91% | 1.14% |
| Worst Day | -2.58% | -1.03% |
| Best Month | 10.51% | 2.12% |
| Worst Month | -4.94% | -0.66% |
| Best Year | 13.33% | 7.28% |
| Worst Year | 0.94% | 1.68% |
| Avg. Drawdown | -1.74% | -0.63% |
| Avg. Drawdown Days | 14 | 13 |
| Recovery Factor | 1.61 | 4.56 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.94 | 2.62 |
| Avg. Up Month | 3.18% | 0.69% |
| Avg. Down Month | -4.94% | -0.66% |
| Win Days | 52.0% | 53.78% |
| Win Month | 61.54% | 84.62% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.17 |
| Alpha | - | 0.06 |
| Correlation | - | 43.73% |
| Treynor Ratio | - | 52.36% |
| Year | SPY | EVNT | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 1.68 | 1.79 | + |
| 2026 | 13.33 | 7.28 | 0.55 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-08-17 | 2026-11-04 | -1.94 | 80 |
| 2026-02-27 | 2026-04-07 | -1.86 | 40 |
| 2026-04-16 | 2026-06-10 | -1.58 | 56 |
| 2025-12-01 | 2025-12-03 | -1.03 | 3 |
| 2025-12-16 | 2026-01-02 | -0.91 | 18 |
| 2026-01-27 | 2026-02-06 | -0.89 | 11 |
| 2026-06-29 | 2026-07-06 | -0.78 | 8 |
| 2025-11-13 | 2025-11-21 | -0.67 | 9 |
| 2026-07-20 | 2026-07-27 | -0.61 | 8 |
| 2026-02-11 | 2026-02-18 | -0.60 | 8 |