| Metric | SPY | GARIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 98.0% |
| Cumulative Return | 17.98% | 18.14% |
| CAGR﹪ | 18.29% | 18.46% |
| Sharpe | 1.05 | 1.51 |
| Prob. Sharpe Ratio | 84.97% | 93.16% |
| Smart Sharpe | 1.03 | 1.43 |
| Sortino | 1.53 | 2.26 |
| Smart Sortino | 1.5 | 2.13 |
| Sortino/√2 | 1.08 | 1.59 |
| Smart Sortino/√2 | 1.06 | 1.5 |
| Omega | 1.25 | 1.36 |
| Max Drawdown | -8.88% | -3.85% |
| Max DD Date | 2026-03-30 | 2026-03-30 |
| Max DD Period Start | 2026-01-28 | 2026-02-03 |
| Max DD Period End | 2026-04-13 | 2026-04-07 |
| Longest DD Days | 76 | 64 |
| Volatility (ann.) | 13.03% | 8.85% |
| R^2 | 0.71 | 0.71 |
| Information Ratio | -0.0 | -0.0 |
| Calmar | 2.06 | 4.79 |
| Skew | -0.15 | -0.15 |
| Kurtosis | 1.03 | 0.39 |
| Ulcer Performance Index | 8.32 | 16.78 |
| Risk-Adjusted Return | 18.29% | 18.83% |
| Risk-Return Ratio | 0.09 | 0.12 |
| Avg. Return | 0.07% | 0.07% |
| Avg. Win | 0.7% | 0.51% |
| Avg. Loss | -0.7% | -0.49% |
| Win/Loss Ratio | 1.0 | 1.04 |
| Profit Ratio | 0.94 | 0.78 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.28% | 1.29% |
| Expected Yearly | 8.62% | 8.69% |
| Kelly Criterion | 7.23% | 13.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.85% |
| Expected Shortfall (cVaR) | -1.72% | -1.11% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.25 | 0.36 |
| Gain/Pain (1M) | 2.62 | 6.14 |
| Payoff Ratio | 1.0 | 1.04 |
| Profit Factor | 1.25 | 1.36 |
| Common Sense Ratio | 1.24 | 1.43 |
| CPC Index | 0.67 | 0.8 |
| Tail Ratio | 0.99 | 1.05 |
| Outlier Win Ratio | 2.87 | 2.96 |
| Outlier Loss Ratio | 3.19 | 3.05 |
| MTD | 1.08% | 2.02% |
| 3M | 3.82% | 4.43% |
| 6M | 19.96% | 14.07% |
| YTD | 14.4% | 14.92% |
| 1Y | 17.98% | 18.14% |
| 3Y (ann.) | 18.29% | 18.46% |
| 5Y (ann.) | 18.29% | 18.46% |
| 10Y (ann.) | 18.29% | 18.46% |
| All-time (ann.) | 18.29% | 18.46% |
| Best Day | 2.91% | 1.79% |
| Worst Day | -2.7% | -1.84% |
| Best Month | 10.51% | 5.11% |
| Worst Month | -4.94% | -2.31% |
| Best Year | 14.4% | 14.92% |
| Worst Year | 3.13% | 2.8% |
| Avg. Drawdown | -1.77% | -1.18% |
| Avg. Drawdown Days | 14 | 12 |
| Recovery Factor | 1.95 | 4.43 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.17 | 3.54 |
| Avg. Up Month | 2.42% | 1.9% |
| Avg. Down Month | -2.98% | -1.43% |
| Win Days | 53.63% | 55.97% |
| Win Month | 76.92% | 84.62% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.57 |
| Alpha | - | 0.07 |
| Correlation | - | 84.4% |
| Treynor Ratio | - | 31.65% |
| Year | SPY | GARIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 2.80 | 0.90 | - |
| 2026 | 14.40 | 14.92 | 1.04 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-03 | 2026-04-07 | -3.85 | 64 |
| 2026-06-04 | 2026-06-12 | -3.17 | 9 |
| 2025-11-13 | 2025-12-04 | -2.95 | 22 |
| 2026-06-16 | 2026-07-31 | -2.50 | 46 |
| 2025-10-09 | 2025-10-17 | -1.73 | 9 |
| 2025-12-12 | 2025-12-24 | -1.68 | 13 |
| 2026-01-07 | 2026-01-23 | -1.52 | 17 |
| 2026-04-23 | 2026-04-30 | -1.50 | 8 |
| 2026-08-18 | 2026-09-17 | -1.39 | 31 |
| 2026-08-05 | 2026-08-13 | -1.19 | 9 |