| Metric | SPY | EVNT |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 96.0% |
| Cumulative Return | 17.87% | 9.54% |
| CAGR﹪ | 18.02% | 9.62% |
| Sharpe | 1.04 | 0.77 |
| Prob. Sharpe Ratio | 84.73% | 77.55% |
| Smart Sharpe | 1.01 | 0.56 |
| Sortino | 1.51 | 1.14 |
| Smart Sortino | 1.47 | 0.84 |
| Sortino/√2 | 1.07 | 0.81 |
| Smart Sortino/√2 | 1.04 | 0.59 |
| Omega | 1.25 | 1.29 |
| Max Drawdown | -8.88% | -3.35% |
| Max DD Date | 2026-03-30 | 2025-10-17 |
| Max DD Period Start | 2026-01-28 | 2025-10-16 |
| Max DD Period End | 2026-04-13 | 2026-01-05 |
| Longest DD Days | 76 | 82 |
| Volatility (ann.) | 12.99% | 7.15% |
| R^2 | 0.11 | 0.11 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 2.03 | 2.87 |
| Skew | -0.15 | -0.05 |
| Kurtosis | 1.05 | 16.57 |
| Ulcer Performance Index | 8.3 | 9.65 |
| Risk-Adjusted Return | 18.02% | 10.02% |
| Risk-Return Ratio | 0.08 | 0.08 |
| Avg. Return | 0.07% | 0.04% |
| Avg. Win | 0.7% | 0.35% |
| Avg. Loss | -0.68% | -0.3% |
| Win/Loss Ratio | 1.02 | 1.16 |
| Profit Ratio | 0.94 | 0.94 |
| Expected Daily | 0.07% | 0.04% |
| Expected Monthly | 1.27% | 0.7% |
| Expected Yearly | 8.57% | 4.66% |
| Kelly Criterion | 8.02% | 10.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.7% |
| Expected Shortfall (cVaR) | -1.72% | -1.15% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.25 | 0.29 |
| Gain/Pain (1M) | 2.6 | 9.94 |
| Payoff Ratio | 1.02 | 1.16 |
| Profit Factor | 1.25 | 1.29 |
| Common Sense Ratio | 1.24 | 1.7 |
| CPC Index | 0.68 | 0.78 |
| Tail Ratio | 0.99 | 1.31 |
| Outlier Win Ratio | 2.88 | 3.67 |
| Outlier Loss Ratio | 3.19 | 3.06 |
| MTD | 1.08% | 0.94% |
| 3M | 3.82% | 2.85% |
| 6M | 19.85% | 6.29% |
| YTD | 14.3% | 7.02% |
| 1Y | 17.87% | 9.54% |
| 3Y (ann.) | 18.02% | 9.62% |
| 5Y (ann.) | 18.02% | 9.62% |
| 10Y (ann.) | 18.02% | 9.62% |
| All-time (ann.) | 18.02% | 9.62% |
| Best Day | 2.91% | 3.01% |
| Worst Day | -2.7% | -3.13% |
| Best Month | 10.51% | 2.8% |
| Worst Month | -4.94% | -0.66% |
| Best Year | 14.3% | 7.02% |
| Worst Year | 3.13% | 2.36% |
| Avg. Drawdown | -1.71% | -0.76% |
| Avg. Drawdown Days | 13 | 15 |
| Recovery Factor | 1.94 | 2.8 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.16 | 1.79 |
| Avg. Up Month | 3.03% | 0.91% |
| Avg. Down Month | -4.94% | -0.66% |
| Win Days | 53.6% | 52.08% |
| Win Month | 76.92% | 69.23% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.18 |
| Alpha | - | 0.06 |
| Correlation | - | 33.3% |
| Treynor Ratio | - | 52.06% |
| Year | SPY | EVNT | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 2.36 | 0.75 | - |
| 2026 | 14.30 | 7.02 | 0.49 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-16 | 2026-01-05 | -3.35 | 82 |
| 2026-08-17 | 2026-09-22 | -1.94 | 37 |
| 2026-02-27 | 2026-04-07 | -1.86 | 40 |
| 2026-04-16 | 2026-06-10 | -1.58 | 56 |
| 2025-10-06 | 2025-10-14 | -1.23 | 9 |
| 2026-01-27 | 2026-02-06 | -0.89 | 11 |
| 2026-06-29 | 2026-07-06 | -0.78 | 8 |
| 2026-07-20 | 2026-07-27 | -0.61 | 8 |
| 2026-02-11 | 2026-02-18 | -0.60 | 8 |
| 2026-01-08 | 2026-01-09 | -0.47 | 2 |