| Metric | SPY | GATRX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 14.39% | 11.32% |
| CAGR﹪ | 14.51% | 11.41% |
| Sharpe | 0.83 | 0.56 |
| Prob. Sharpe Ratio | 79.61% | 71.23% |
| Smart Sharpe | 0.82 | 0.53 |
| Sortino | 1.22 | 0.81 |
| Smart Sortino | 1.2 | 0.76 |
| Sortino/√2 | 0.86 | 0.57 |
| Smart Sortino/√2 | 0.85 | 0.54 |
| Omega | 1.2 | 1.14 |
| 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.) | 12.86% | 14.52% |
| R^2 | 0.41 | 0.41 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 1.63 | 0.99 |
| Skew | -0.02 | -0.14 |
| Kurtosis | 0.78 | 0.64 |
| Ulcer Performance Index | 6.68 | 2.24 |
| Risk-Adjusted Return | 14.51% | 11.41% |
| Risk-Return Ratio | 0.07 | 0.05 |
| Avg. Return | 0.05% | 0.05% |
| Avg. Win | 0.73% | 0.79% |
| Avg. Loss | -0.64% | -0.82% |
| Win/Loss Ratio | 1.14 | 0.96 |
| Profit Ratio | 1.02 | 0.88 |
| Expected Daily | 0.05% | 0.04% |
| Expected Monthly | 1.04% | 0.83% |
| Expected Yearly | 6.95% | 5.51% |
| Kelly Criterion | 9.73% | 3.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -1.46% |
| Expected Shortfall (cVaR) | -1.66% | -2.1% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 7 |
| Gain/Pain Ratio | 0.2 | 0.14 |
| Gain/Pain (1M) | 1.83 | 0.75 |
| Payoff Ratio | 1.14 | 0.96 |
| Profit Factor | 1.2 | 1.14 |
| Common Sense Ratio | 1.19 | 1.36 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 0.99 | 1.19 |
| Outlier Win Ratio | 2.84 | 3.0 |
| Outlier Loss Ratio | 3.01 | 3.07 |
| MTD | 1.47% | 2.84% |
| 3M | 1.46% | -5.31% |
| 6M | 6.94% | 6.44% |
| YTD | 13.33% | 6.64% |
| 1Y | 14.39% | 11.32% |
| 3Y (ann.) | 14.51% | 11.41% |
| 5Y (ann.) | 14.51% | 11.41% |
| 10Y (ann.) | 14.51% | 11.41% |
| All-time (ann.) | 14.51% | 11.41% |
| Best Day | 2.91% | 2.77% |
| Worst Day | -2.58% | -3.38% |
| Best Month | 10.51% | 6.62% |
| Worst Month | -4.94% | -6.26% |
| Best Year | 13.33% | 6.64% |
| Worst Year | 0.94% | 4.39% |
| Avg. Drawdown | -1.74% | -2.73% |
| Avg. Drawdown Days | 14 | 21 |
| Recovery Factor | 1.61 | 1.02 |
| Ulcer Index | 0.02 | 0.05 |
| Serenity Index | 0.94 | 0.22 |
| Avg. Up Month | 2.81% | 3.13% |
| Avg. Down Month | -2.04% | -5.09% |
| Win Days | 52.0% | 52.82% |
| Win Month | 61.54% | 69.23% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.72 |
| Alpha | - | 0.02 |
| Correlation | - | 63.82% |
| Treynor Ratio | - | 15.71% |
| Year | SPY | GATRX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 4.39 | 4.68 | + |
| 2026 | 13.33 | 6.64 | 0.50 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-23 | 2026-06-23 | -11.49 | 152 |
| 2026-08-14 | 2026-11-04 | -10.33 | 83 |
| 2025-11-13 | 2025-11-25 | -4.51 | 13 |
| 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 |
| 2025-11-06 | 2025-11-10 | -1.15 | 5 |
| 2025-12-12 | 2025-12-17 | -1.14 | 6 |