| Metric | SPY | GARIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 98.0% |
| Cumulative Return | 14.49% | 16.0% |
| CAGR﹪ | 14.74% | 16.27% |
| Sharpe | 0.85 | 1.33 |
| Prob. Sharpe Ratio | 79.91% | 90.39% |
| Smart Sharpe | 0.83 | 1.32 |
| Sortino | 1.24 | 1.94 |
| Smart Sortino | 1.22 | 1.93 |
| Sortino/√2 | 0.88 | 1.38 |
| Smart Sortino/√2 | 0.86 | 1.36 |
| Omega | 1.2 | 1.32 |
| 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.) | 12.9% | 8.9% |
| R^2 | 0.7 | 0.7 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 1.66 | 4.22 |
| Skew | -0.02 | -0.21 |
| Kurtosis | 0.76 | 0.47 |
| Ulcer Performance Index | 6.7 | 14.31 |
| Risk-Adjusted Return | 14.74% | 16.61% |
| Risk-Return Ratio | 0.07 | 0.11 |
| Avg. Return | 0.06% | 0.06% |
| Avg. Win | 0.7% | 0.51% |
| Avg. Loss | -0.7% | -0.5% |
| Win/Loss Ratio | 1.0 | 1.03 |
| Profit Ratio | 1.02 | 0.73 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 1.05% | 1.15% |
| Expected Yearly | 7.0% | 7.7% |
| Kelly Criterion | 4.11% | 13.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.86% |
| Expected Shortfall (cVaR) | -1.66% | -1.12% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.2 | 0.32 |
| Gain/Pain (1M) | 1.85 | 5.17 |
| Payoff Ratio | 1.0 | 1.03 |
| Profit Factor | 1.2 | 1.32 |
| Common Sense Ratio | 1.2 | 1.35 |
| CPC Index | 0.63 | 0.77 |
| Tail Ratio | 0.99 | 1.03 |
| Outlier Win Ratio | 2.83 | 3.02 |
| Outlier Loss Ratio | 3.0 | 2.99 |
| MTD | 1.47% | 0.24% |
| 3M | 1.46% | 3.08% |
| 6M | 7.34% | 9.25% |
| YTD | 13.43% | 15.15% |
| 1Y | 14.49% | 16.0% |
| 3Y (ann.) | 14.74% | 16.27% |
| 5Y (ann.) | 14.74% | 16.27% |
| 10Y (ann.) | 14.74% | 16.27% |
| All-time (ann.) | 14.74% | 16.27% |
| Best Day | 2.91% | 1.79% |
| Worst Day | -2.58% | -1.84% |
| Best Month | 10.51% | 5.11% |
| Worst Month | -4.94% | -2.31% |
| Best Year | 13.43% | 15.15% |
| Worst Year | 0.94% | 0.73% |
| Avg. Drawdown | -1.8% | -1.2% |
| Avg. Drawdown Days | 14 | 11 |
| Recovery Factor | 1.62 | 3.95 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.95 | 3.02 |
| Avg. Up Month | 2.81% | 1.89% |
| Avg. Down Month | -2.29% | -1.02% |
| Win Days | 52.02% | 56.2% |
| Win Month | 61.54% | 76.92% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.58 |
| Alpha | - | 0.07 |
| Correlation | - | 83.64% |
| Treynor Ratio | - | 27.72% |
| Year | SPY | GARIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 0.73 | 0.78 | - |
| 2026 | 13.43 | 15.15 | 1.13 | + |
| 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 |
| 2026-10-29 | 2026-11-04 | -2.77 | 7 |
| 2026-06-16 | 2026-07-31 | -2.50 | 46 |
| 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 |
| 2026-10-06 | 2026-10-20 | -1.19 | 15 |