| Metric | SPY | GAAVX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 14.39% | 20.1% |
| CAGR﹪ | 14.51% | 20.27% |
| Sharpe | 0.83 | 2.03 |
| Prob. Sharpe Ratio | 79.61% | 98.11% |
| Smart Sharpe | 0.82 | 1.87 |
| Sortino | 1.22 | 3.46 |
| Smart Sortino | 1.2 | 3.19 |
| Sortino/√2 | 0.86 | 2.45 |
| Smart Sortino/√2 | 0.85 | 2.26 |
| Omega | 1.2 | 1.52 |
| 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.) | 12.86% | 7.43% |
| R^2 | 0.03 | 0.03 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 1.63 | 4.73 |
| Skew | -0.02 | 0.43 |
| Kurtosis | 0.78 | 0.67 |
| Ulcer Performance Index | 6.68 | 12.72 |
| Risk-Adjusted Return | 14.51% | 21.34% |
| Risk-Return Ratio | 0.07 | 0.16 |
| Avg. Return | 0.05% | 0.08% |
| Avg. Win | 0.57% | 0.47% |
| Avg. Loss | -0.59% | -0.3% |
| Win/Loss Ratio | 0.97 | 1.59 |
| Profit Ratio | 1.02 | 1.07 |
| Expected Daily | 0.05% | 0.07% |
| Expected Monthly | 1.04% | 1.42% |
| Expected Yearly | 6.95% | 9.59% |
| Kelly Criterion | 2.73% | 21.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.7% |
| Expected Shortfall (cVaR) | -1.66% | -0.9% |
| Max Consecutive Wins | 7 | 4 |
| Max Consecutive Losses | 4 | 7 |
| Gain/Pain Ratio | 0.2 | 0.52 |
| Gain/Pain (1M) | 1.83 | 4.84 |
| Payoff Ratio | 0.97 | 1.59 |
| Profit Factor | 1.2 | 1.52 |
| Common Sense Ratio | 1.19 | 2.16 |
| CPC Index | 0.61 | 1.25 |
| Tail Ratio | 0.99 | 1.42 |
| Outlier Win Ratio | 2.84 | 3.54 |
| Outlier Loss Ratio | 3.01 | 2.88 |
| MTD | 1.47% | 0.55% |
| 3M | 1.46% | 7.51% |
| 6M | 6.94% | 11.27% |
| YTD | 13.33% | 13.28% |
| 1Y | 14.39% | 20.1% |
| 3Y (ann.) | 14.51% | 20.27% |
| 5Y (ann.) | 14.51% | 20.27% |
| 10Y (ann.) | 14.51% | 20.27% |
| All-time (ann.) | 14.51% | 20.27% |
| Best Day | 2.91% | 1.61% |
| Worst Day | -2.58% | -1.16% |
| Best Month | 10.51% | 5.69% |
| Worst Month | -4.94% | -1.17% |
| Best Year | 13.33% | 13.28% |
| Worst Year | 0.94% | 6.02% |
| Avg. Drawdown | -1.74% | -0.76% |
| Avg. Drawdown Days | 14 | 13 |
| Recovery Factor | 1.61 | 4.34 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 0.94 | 1.62 |
| Avg. Up Month | 0.78% | 2.74% |
| Avg. Down Month | -2.98% | -0.58% |
| Win Days | 52.0% | 51.69% |
| Win Month | 61.54% | 61.54% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.1 |
| Alpha | - | 0.2 |
| Correlation | - | -16.88% |
| Treynor Ratio | - | -206.07% |
| Year | SPY | GAAVX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 6.02 | 6.42 | + |
| 2026 | 13.33 | 13.28 | 1.00 | - |
| 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 | 2026-10-02 | -1.20 | 17 |
| 2025-11-26 | 2025-12-11 | -1.15 | 16 |
| 2026-10-23 | 2026-10-29 | -1.01 | 7 |
| 2026-01-12 | 2026-01-14 | -0.87 | 3 |
| 2025-12-18 | 2025-12-24 | -0.78 | 7 |
| 2026-09-03 | 2026-09-09 | -0.63 | 7 |
| 2026-01-22 | 2026-01-28 | -0.59 | 7 |
| 2026-07-30 | 2026-07-30 | -0.54 | 1 |