| Metric | SPY | GAAVX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 17.87% | 15.54% |
| CAGR﹪ | 18.02% | 15.67% |
| Sharpe | 1.04 | 1.5 |
| Prob. Sharpe Ratio | 84.73% | 93.6% |
| Smart Sharpe | 1.01 | 1.39 |
| Sortino | 1.51 | 2.46 |
| Smart Sortino | 1.47 | 2.27 |
| Sortino/√2 | 1.07 | 1.74 |
| Smart Sortino/√2 | 1.04 | 1.6 |
| Omega | 1.25 | 1.4 |
| Max Drawdown | -8.88% | -4.29% |
| Max DD Date | 2026-03-30 | 2026-07-06 |
| Max DD Period Start | 2026-01-28 | 2026-02-09 |
| Max DD Period End | 2026-04-13 | 2026-07-23 |
| Longest DD Days | 76 | 165 |
| Volatility (ann.) | 12.99% | 7.24% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 2.03 | 3.66 |
| Skew | -0.15 | 0.39 |
| Kurtosis | 1.05 | 0.8 |
| Ulcer Performance Index | 8.3 | 9.85 |
| Risk-Adjusted Return | 18.02% | 16.67% |
| Risk-Return Ratio | 0.08 | 0.13 |
| Avg. Return | 0.06% | 0.06% |
| Avg. Win | 0.54% | 0.47% |
| Avg. Loss | -0.66% | -0.31% |
| Win/Loss Ratio | 0.83 | 1.49 |
| Profit Ratio | 0.94 | 0.95 |
| Expected Daily | 0.07% | 0.06% |
| Expected Monthly | 1.27% | 1.12% |
| Expected Yearly | 8.57% | 7.49% |
| Kelly Criterion | -2.45% | 18.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.69% |
| Expected Shortfall (cVaR) | -1.72% | -0.88% |
| Max Consecutive Wins | 7 | 4 |
| Max Consecutive Losses | 4 | 7 |
| Gain/Pain Ratio | 0.25 | 0.4 |
| Gain/Pain (1M) | 2.6 | 3.83 |
| Payoff Ratio | 0.83 | 1.49 |
| Profit Factor | 1.25 | 1.4 |
| Common Sense Ratio | 1.24 | 1.79 |
| CPC Index | 0.55 | 1.08 |
| Tail Ratio | 0.99 | 1.28 |
| Outlier Win Ratio | 2.88 | 3.69 |
| Outlier Loss Ratio | 3.19 | 2.82 |
| MTD | 1.08% | 1.23% |
| 3M | 3.82% | 5.85% |
| 6M | 19.85% | 4.6% |
| YTD | 14.3% | 7.0% |
| 1Y | 17.87% | 15.54% |
| 3Y (ann.) | 18.02% | 15.67% |
| 5Y (ann.) | 18.02% | 15.67% |
| 10Y (ann.) | 18.02% | 15.67% |
| All-time (ann.) | 18.02% | 15.67% |
| Best Day | 2.91% | 1.61% |
| Worst Day | -2.7% | -1.16% |
| Best Month | 10.51% | 5.69% |
| Worst Month | -4.94% | -1.17% |
| Best Year | 14.3% | 7.98% |
| Worst Year | 3.13% | 7.0% |
| Avg. Drawdown | -1.71% | -0.76% |
| Avg. Drawdown Days | 13 | 13 |
| Recovery Factor | 1.94 | 3.43 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 1.16 | 1.26 |
| Avg. Up Month | 0.81% | 2.32% |
| Avg. Down Month | -2.98% | -0.58% |
| Win Days | 53.6% | 51.5% |
| Win Month | 76.92% | 61.54% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.05 |
| Alpha | - | 0.16 |
| Correlation | - | -9.52% |
| Treynor Ratio | - | -293.12% |
| Year | SPY | GAAVX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 7.98 | 2.55 | + |
| 2026 | 14.30 | 7.00 | 0.49 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-09 | 2026-07-23 | -4.29 | 165 |
| 2026-08-03 | 2026-08-31 | -2.29 | 29 |
| 2026-09-16 | 2026-09-22 | -1.20 | 7 |
| 2025-11-26 | 2025-12-11 | -1.15 | 16 |
| 2025-10-02 | 2025-10-16 | -0.94 | 15 |
| 2026-01-12 | 2026-01-14 | -0.87 | 3 |
| 2025-12-18 | 2025-12-24 | -0.78 | 7 |
| 2025-10-29 | 2025-11-04 | -0.66 | 7 |
| 2026-09-03 | 2026-09-09 | -0.63 | 7 |
| 2026-01-22 | 2026-01-28 | -0.59 | 7 |