| Metric | SPY | GAAVX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 18.6% | 4.83% |
| CAGR﹪ | 40.67% | 9.89% |
| Sharpe | 2.32 | 0.8 |
| Prob. Sharpe Ratio | 95.04% | 71.55% |
| Smart Sharpe | 2.3 | 0.75 |
| Sortino | 3.78 | 1.25 |
| Smart Sortino | 3.75 | 1.16 |
| Sortino/√2 | 2.67 | 0.88 |
| Smart Sortino/√2 | 2.65 | 0.82 |
| Omega | 1.54 | 1.23 |
| Max Drawdown | -4.49% | -4.09% |
| Max DD Date | 2026-06-10 | 2026-07-06 |
| Max DD Period Start | 2026-06-03 | 2026-04-10 |
| Max DD Period End | 2026-07-31 | 2026-07-23 |
| Longest DD Days | 59 | 105 |
| Volatility (ann.) | 13.55% | 7.62% |
| R^2 | 0.12 | 0.12 |
| Information Ratio | -0.09 | -0.09 |
| Calmar | 9.05 | 2.42 |
| Skew | 0.1 | 0.27 |
| Kurtosis | 1.12 | 0.27 |
| Ulcer Performance Index | 11.86 | 2.59 |
| Risk-Adjusted Return | 40.67% | 10.52% |
| Risk-Return Ratio | 0.16 | 0.08 |
| Avg. Return | 0.12% | 0.04% |
| Avg. Win | 0.48% | 0.44% |
| Avg. Loss | -0.47% | -0.26% |
| Win/Loss Ratio | 1.03 | 1.72 |
| Profit Ratio | 1.12 | 1.08 |
| Expected Daily | 0.14% | 0.04% |
| Expected Monthly | 2.47% | 0.68% |
| Expected Yearly | 18.6% | 4.83% |
| Kelly Criterion | 9.11% | 18.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -0.75% |
| Expected Shortfall (cVaR) | -1.77% | -0.88% |
| Max Consecutive Wins | 7 | 4 |
| Max Consecutive Losses | 4 | 7 |
| Gain/Pain Ratio | 0.54 | 0.23 |
| Gain/Pain (1M) | 10.92 | 1.53 |
| Payoff Ratio | 1.03 | 1.72 |
| Profit Factor | 1.54 | 1.23 |
| Common Sense Ratio | 2.01 | 1.3 |
| CPC Index | 0.85 | 1.02 |
| Tail Ratio | 1.3 | 1.06 |
| Outlier Win Ratio | 3.21 | 3.17 |
| Outlier Loss Ratio | 3.16 | 2.64 |
| MTD | 1.08% | 1.23% |
| 3M | 3.82% | 5.85% |
| 6M | 18.6% | 4.83% |
| YTD | 18.6% | 4.83% |
| 1Y | 18.6% | 4.83% |
| 3Y (ann.) | 40.67% | 9.89% |
| 5Y (ann.) | 40.67% | 9.89% |
| 10Y (ann.) | 40.67% | 9.89% |
| All-time (ann.) | 40.67% | 9.89% |
| Best Day | 2.91% | 1.46% |
| Worst Day | -2.58% | -1.12% |
| Best Month | 10.51% | 5.69% |
| Worst Month | -1.03% | -1.17% |
| Best Year | 18.6% | 4.83% |
| Worst Year | 18.6% | 4.83% |
| Avg. Drawdown | -1.13% | -1.12% |
| Avg. Drawdown Days | 9 | 18 |
| Recovery Factor | 3.9 | 1.19 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 2.75 | 0.34 |
| Avg. Up Month | 0.56% | 3.46% |
| Avg. Down Month | -1.03% | -0.49% |
| Win Days | 53.97% | 48.31% |
| Win Month | 71.43% | 42.86% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.19 |
| Alpha | - | 0.16 |
| Correlation | - | -33.92% |
| Treynor Ratio | - | -25.31% |
| Year | SPY | GAAVX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 4.83 | 0.26 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-04-10 | 2026-07-23 | -4.09 | 105 |
| 2026-08-03 | 2026-08-31 | -2.29 | 29 |
| 2026-09-16 | 2026-09-22 | -1.20 | 7 |
| 2026-09-03 | 2026-09-09 | -0.63 | 7 |
| 2026-07-30 | 2026-07-30 | -0.54 | 1 |
| 2026-04-01 | 2026-04-08 | -0.48 | 8 |
| 2026-09-14 | 2026-09-14 | -0.42 | 1 |
| 2026-03-25 | 2026-03-26 | -0.27 | 2 |
| 2026-07-27 | 2026-07-27 | -0.16 | 1 |