| Metric | SPY | GARIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 97.0% |
| Cumulative Return | 6.48% | 8.39% |
| CAGR﹪ | 13.27% | 17.34% |
| Sharpe | 0.78 | 1.48 |
| Prob. Sharpe Ratio | 70.87% | 84.71% |
| Smart Sharpe | 0.75 | 1.41 |
| Sortino | 1.14 | 2.15 |
| Smart Sortino | 1.09 | 2.05 |
| Sortino/√2 | 0.8 | 1.52 |
| Smart Sortino/√2 | 0.77 | 1.45 |
| Omega | 1.19 | 1.36 |
| 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.) | 12.4% | 8.67% |
| R^2 | 0.66 | 0.66 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | 2.95 | 5.47 |
| Skew | -0.15 | -0.42 |
| Kurtosis | 0.59 | 1.15 |
| Ulcer Performance Index | 3.89 | 7.77 |
| Risk-Adjusted Return | 13.27% | 17.87% |
| Risk-Return Ratio | 0.07 | 0.12 |
| Avg. Return | 0.06% | 0.07% |
| Avg. Win | 0.7% | 0.51% |
| Avg. Loss | -0.68% | -0.47% |
| Win/Loss Ratio | 1.03 | 1.08 |
| Profit Ratio | 1.15 | 0.7 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 0.9% | 1.16% |
| Expected Yearly | 6.48% | 8.39% |
| Kelly Criterion | 2.19% | 17.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.83% |
| Expected Shortfall (cVaR) | -1.63% | -1.29% |
| Max Consecutive Wins | 4 | 5 |
| Max Consecutive Losses | 4 | 3 |
| Gain/Pain Ratio | 0.19 | 0.36 |
| Gain/Pain (1M) | 3.26 | 12.78 |
| Payoff Ratio | 1.03 | 1.08 |
| Profit Factor | 1.19 | 1.36 |
| Common Sense Ratio | 1.47 | 1.43 |
| CPC Index | 0.62 | 0.83 |
| Tail Ratio | 1.23 | 1.06 |
| Outlier Win Ratio | 2.66 | 3.01 |
| Outlier Loss Ratio | 3.07 | 3.49 |
| MTD | 1.47% | 0.24% |
| 3M | 1.46% | 3.08% |
| 6M | 6.48% | 8.39% |
| YTD | 6.48% | 8.39% |
| 1Y | 6.48% | 8.39% |
| 3Y (ann.) | 13.27% | 17.34% |
| 5Y (ann.) | 13.27% | 17.34% |
| 10Y (ann.) | 13.27% | 17.34% |
| All-time (ann.) | 13.27% | 17.34% |
| Best Day | 1.8% | 1.39% |
| Worst Day | -2.58% | -1.84% |
| Best Month | 4.52% | 4.02% |
| Worst Month | -1.03% | -0.55% |
| Best Year | 6.48% | 8.39% |
| Worst Year | 6.48% | 8.39% |
| Avg. Drawdown | -1.57% | -1.15% |
| Avg. Drawdown Days | 17 | 11 |
| Recovery Factor | 1.48 | 2.6 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.91 | 1.79 |
| Avg. Up Month | 2.18% | 1.69% |
| Avg. Down Month | -0.97% | -0.37% |
| Win Days | 50.39% | 56.91% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.57 |
| Alpha | - | 0.09 |
| Correlation | - | 81.22% |
| Treynor Ratio | - | 14.77% |
| Year | SPY | GARIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 8.39 | 1.29 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-06-12 | -3.17 | 9 |
| 2026-10-29 | 2026-11-04 | -2.77 | 7 |
| 2026-06-16 | 2026-07-31 | -2.50 | 46 |
| 2026-08-18 | 2026-09-17 | -1.39 | 31 |
| 2026-10-06 | 2026-10-20 | -1.19 | 15 |
| 2026-08-05 | 2026-08-13 | -1.19 | 9 |
| 2026-10-22 | 2026-10-26 | -0.79 | 5 |
| 2026-05-12 | 2026-05-20 | -0.78 | 9 |
| 2026-09-23 | 2026-09-24 | -0.40 | 2 |
| 2026-05-07 | 2026-05-07 | -0.30 | 1 |