| Metric | SPY | GAAVX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 96.0% |
| Cumulative Return | 6.48% | 11.45% |
| CAGR﹪ | 13.27% | 24.01% |
| Sharpe | 0.78 | 2.38 |
| Prob. Sharpe Ratio | 70.87% | 95.7% |
| Smart Sharpe | 0.75 | 2.1 |
| Sortino | 1.14 | 4.02 |
| Smart Sortino | 1.09 | 3.55 |
| Sortino/√2 | 0.8 | 2.84 |
| Smart Sortino/√2 | 0.77 | 2.51 |
| Omega | 1.19 | 1.59 |
| Max Drawdown | -4.49% | -3.23% |
| Max DD Date | 2026-06-10 | 2026-07-06 |
| Max DD Period Start | 2026-06-03 | 2026-05-19 |
| Max DD Period End | 2026-07-31 | 2026-07-15 |
| Longest DD Days | 59 | 58 |
| Volatility (ann.) | 12.4% | 7.67% |
| R^2 | 0.15 | 0.15 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | 2.95 | 7.44 |
| Skew | -0.15 | 0.24 |
| Kurtosis | 0.59 | 0.27 |
| Ulcer Performance Index | 3.89 | 9.49 |
| Risk-Adjusted Return | 13.27% | 25.01% |
| Risk-Return Ratio | 0.07 | 0.18 |
| Avg. Return | 0.08% | 0.09% |
| Avg. Win | 0.55% | 0.43% |
| Avg. Loss | -0.48% | -0.23% |
| Win/Loss Ratio | 1.15 | 1.87 |
| Profit Ratio | 1.15 | 1.12 |
| Expected Daily | 0.05% | 0.09% |
| Expected Monthly | 0.9% | 1.56% |
| Expected Yearly | 6.48% | 11.45% |
| Kelly Criterion | 7.21% | 26.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.71% |
| Expected Shortfall (cVaR) | -1.63% | -0.9% |
| Max Consecutive Wins | 4 | 4 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.19 | 0.59 |
| Gain/Pain (1M) | 3.26 | 7.11 |
| Payoff Ratio | 1.15 | 1.87 |
| Profit Factor | 1.19 | 1.59 |
| Common Sense Ratio | 1.47 | 1.87 |
| CPC Index | 0.69 | 1.55 |
| Tail Ratio | 1.23 | 1.17 |
| Outlier Win Ratio | 2.66 | 3.17 |
| Outlier Loss Ratio | 3.07 | 2.83 |
| MTD | 1.47% | 0.55% |
| 3M | 1.46% | 7.51% |
| 6M | 6.48% | 11.45% |
| YTD | 6.48% | 11.45% |
| 1Y | 6.48% | 11.45% |
| 3Y (ann.) | 13.27% | 24.01% |
| 5Y (ann.) | 13.27% | 24.01% |
| 10Y (ann.) | 13.27% | 24.01% |
| All-time (ann.) | 13.27% | 24.01% |
| Best Day | 1.8% | 1.46% |
| Worst Day | -2.58% | -1.12% |
| Best Month | 4.52% | 5.69% |
| Worst Month | -1.03% | -0.59% |
| Best Year | 6.48% | 11.45% |
| Worst Year | 6.48% | 11.45% |
| Avg. Drawdown | -1.57% | -0.79% |
| Avg. Drawdown Days | 17 | 8 |
| Recovery Factor | 1.48 | 3.41 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.91 | 1.71 |
| Avg. Up Month | 0.75% | 3.12% |
| Avg. Down Month | -1.03% | -0.49% |
| Win Days | 50.39% | 52.07% |
| Win Month | 57.14% | 57.14% |
| Win Quarter | 100.0% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.24 |
| Alpha | - | 0.25 |
| Correlation | - | -38.47% |
| Treynor Ratio | - | -48.12% |
| Year | SPY | GAAVX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 11.45 | 1.77 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-19 | 2026-07-15 | -3.23 | 58 |
| 2026-08-03 | 2026-08-31 | -2.29 | 29 |
| 2026-09-16 | 2026-10-02 | -1.20 | 17 |
| 2026-10-23 | 2026-10-29 | -1.01 | 7 |
| 2026-05-11 | 2026-05-12 | -0.85 | 2 |
| 2026-09-03 | 2026-09-09 | -0.63 | 7 |
| 2026-07-17 | 2026-07-21 | -0.54 | 5 |
| 2026-07-30 | 2026-07-30 | -0.54 | 1 |
| 2026-10-19 | 2026-10-21 | -0.45 | 3 |
| 2026-09-14 | 2026-09-14 | -0.42 | 1 |