| Metric | SPY | GATRX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 17.89% | 8.48% |
| CAGR﹪ | 18.12% | 8.58% |
| Sharpe | 1.04 | 0.36 |
| Prob. Sharpe Ratio | 84.76% | 63.87% |
| Smart Sharpe | 1.01 | 0.35 |
| Sortino | 1.51 | 0.5 |
| Smart Sortino | 1.47 | 0.48 |
| Sortino/√2 | 1.07 | 0.35 |
| Smart Sortino/√2 | 1.04 | 0.34 |
| Omega | 1.25 | 1.11 |
| Max Drawdown | -8.88% | -11.49% |
| Max DD Date | 2026-03-30 | 2026-03-27 |
| Max DD Period Start | 2026-01-28 | 2026-01-23 |
| Max DD Period End | 2026-04-13 | 2026-06-23 |
| Longest DD Days | 76 | 152 |
| Volatility (ann.) | 13.02% | 14.94% |
| R^2 | 0.44 | 0.44 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 2.04 | 0.75 |
| Skew | -0.15 | -0.38 |
| Kurtosis | 1.03 | 0.91 |
| Ulcer Performance Index | 8.29 | 2.01 |
| Risk-Adjusted Return | 18.12% | 8.58% |
| Risk-Return Ratio | 0.08 | 0.04 |
| Avg. Return | 0.07% | 0.04% |
| Avg. Win | 0.73% | 0.77% |
| Avg. Loss | -0.68% | -0.85% |
| Win/Loss Ratio | 1.08 | 0.91 |
| Profit Ratio | 0.92 | 0.79 |
| Expected Daily | 0.07% | 0.03% |
| Expected Monthly | 1.27% | 0.63% |
| Expected Yearly | 8.58% | 4.15% |
| Kelly Criterion | 10.96% | 2.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -1.51% |
| Expected Shortfall (cVaR) | -1.72% | -2.19% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 7 |
| Gain/Pain Ratio | 0.25 | 0.11 |
| Gain/Pain (1M) | 2.61 | 0.58 |
| Payoff Ratio | 1.08 | 0.91 |
| Profit Factor | 1.25 | 1.11 |
| Common Sense Ratio | 1.24 | 1.1 |
| CPC Index | 0.72 | 0.54 |
| Tail Ratio | 0.99 | 1.0 |
| Outlier Win Ratio | 2.88 | 2.96 |
| Outlier Loss Ratio | 3.17 | 3.61 |
| MTD | 1.09% | -2.51% |
| 3M | 3.84% | 3.8% |
| 6M | 19.87% | 15.58% |
| YTD | 14.32% | 7.64% |
| 1Y | 17.89% | 8.48% |
| 3Y (ann.) | 18.12% | 8.58% |
| 5Y (ann.) | 18.12% | 8.58% |
| 10Y (ann.) | 18.12% | 8.58% |
| All-time (ann.) | 18.12% | 8.58% |
| Best Day | 2.91% | 2.77% |
| Worst Day | -2.7% | -3.38% |
| Best Month | 10.51% | 6.62% |
| Worst Month | -4.94% | -5.23% |
| Best Year | 14.32% | 7.64% |
| Worst Year | 3.13% | 0.78% |
| Avg. Drawdown | -1.71% | -2.84% |
| Avg. Drawdown Days | 13 | 23 |
| Recovery Factor | 1.95 | 0.8 |
| Ulcer Index | 0.02 | 0.04 |
| Serenity Index | 1.16 | 0.21 |
| Avg. Up Month | 2.93% | 3.3% |
| Avg. Down Month | -2.9% | -4.51% |
| Win Days | 53.82% | 53.85% |
| Win Month | 76.92% | 53.85% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.76 |
| Alpha | - | -0.04 |
| Correlation | - | 66.42% |
| Treynor Ratio | - | 11.12% |
| Year | SPY | GATRX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 0.78 | 0.25 | - |
| 2026 | 14.32 | 7.64 | 0.53 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-23 | 2026-06-23 | -11.49 | 152 |
| 2025-10-06 | 2025-12-09 | -7.24 | 65 |
| 2026-08-14 | 2026-09-21 | -6.16 | 39 |
| 2026-07-07 | 2026-07-14 | -2.89 | 8 |
| 2026-07-17 | 2026-07-27 | -2.69 | 11 |
| 2026-01-12 | 2026-01-20 | -2.14 | 9 |
| 2025-12-23 | 2026-01-02 | -1.78 | 11 |
| 2026-08-05 | 2026-08-12 | -1.63 | 8 |
| 2025-09-30 | 2025-10-02 | -1.25 | 3 |
| 2025-12-12 | 2025-12-17 | -1.14 | 6 |