| Metric | SPY | GARIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 98.0% |
| Cumulative Return | 18.71% | 13.39% |
| CAGR﹪ | 41.7% | 29.1% |
| Sharpe | 2.36 | 2.41 |
| Prob. Sharpe Ratio | 95.19% | 95.37% |
| Smart Sharpe | 2.32 | 2.29 |
| Sortino | 3.85 | 3.9 |
| Smart Sortino | 3.78 | 3.72 |
| Sortino/√2 | 2.72 | 2.76 |
| Smart Sortino/√2 | 2.68 | 2.63 |
| Omega | 1.55 | 1.57 |
| Max Drawdown | -4.49% | -3.17% |
| Max DD Date | 2026-06-10 | 2026-06-10 |
| Max DD Period Start | 2026-06-03 | 2026-06-04 |
| Max DD Period End | 2026-07-31 | 2026-06-12 |
| Longest DD Days | 59 | 46 |
| Volatility (ann.) | 13.64% | 9.32% |
| R^2 | 0.69 | 0.69 |
| Information Ratio | -0.08 | -0.08 |
| Calmar | 9.28 | 9.17 |
| Skew | 0.09 | -0.0 |
| Kurtosis | 1.08 | 0.75 |
| Ulcer Performance Index | 11.84 | 12.67 |
| Risk-Adjusted Return | 41.7% | 29.69% |
| Risk-Return Ratio | 0.17 | 0.18 |
| Avg. Return | 0.15% | 0.11% |
| Avg. Win | 0.82% | 0.57% |
| Avg. Loss | -0.66% | -0.46% |
| Win/Loss Ratio | 1.24 | 1.23 |
| Profit Ratio | 1.12 | 0.94 |
| Expected Daily | 0.14% | 0.1% |
| Expected Monthly | 2.48% | 1.81% |
| Expected Yearly | 18.71% | 13.39% |
| Kelly Criterion | 17.01% | 19.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -0.86% |
| Expected Shortfall (cVaR) | -1.77% | -1.18% |
| Max Consecutive Wins | 7 | 4 |
| Max Consecutive Losses | 4 | 3 |
| Gain/Pain Ratio | 0.55 | 0.57 |
| Gain/Pain (1M) | 10.98 | 8.41 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.55 | 1.57 |
| Common Sense Ratio | 2.03 | 2.1 |
| CPC Index | 1.04 | 1.07 |
| Tail Ratio | 1.31 | 1.34 |
| Outlier Win Ratio | 3.2 | 2.95 |
| Outlier Loss Ratio | 3.14 | 3.09 |
| MTD | 1.08% | 2.02% |
| 3M | 3.82% | 4.43% |
| 6M | 18.71% | 13.39% |
| YTD | 18.71% | 13.39% |
| 1Y | 18.71% | 13.39% |
| 3Y (ann.) | 41.7% | 29.1% |
| 5Y (ann.) | 41.7% | 29.1% |
| 10Y (ann.) | 41.7% | 29.1% |
| All-time (ann.) | 41.7% | 29.1% |
| Best Day | 2.91% | 1.79% |
| Worst Day | -2.58% | -1.84% |
| Best Month | 10.51% | 5.11% |
| Worst Month | -1.03% | -1.06% |
| Best Year | 18.71% | 13.39% |
| Worst Year | 18.71% | 13.39% |
| Avg. Drawdown | -1.19% | -1.05% |
| Avg. Drawdown Days | 9 | 9 |
| Recovery Factor | 3.92 | 4.03 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 2.76 | 3.16 |
| Avg. Up Month | 3.93% | 2.89% |
| Avg. Down Month | -0.9% | -0.8% |
| Win Days | 54.03% | 55.37% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.57 |
| Alpha | - | 0.06 |
| Correlation | - | 82.84% |
| Treynor Ratio | - | 23.65% |
| Year | SPY | GARIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.71 | 13.39 | 0.72 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-06-12 | -3.17 | 9 |
| 2026-03-24 | 2026-04-02 | -2.53 | 10 |
| 2026-06-16 | 2026-07-31 | -2.50 | 46 |
| 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 |
| 2026-05-12 | 2026-05-20 | -0.78 | 9 |
| 2026-04-10 | 2026-04-10 | -0.63 | 1 |
| 2026-04-15 | 2026-04-15 | -0.31 | 1 |
| 2026-05-07 | 2026-05-07 | -0.30 | 1 |