| Metric | SPY | GATRX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 6.48% | 6.49% |
| CAGR﹪ | 13.27% | 13.29% |
| Sharpe | 0.78 | 0.73 |
| Prob. Sharpe Ratio | 70.87% | 69.8% |
| Smart Sharpe | 0.75 | 0.65 |
| Sortino | 1.14 | 1.1 |
| Smart Sortino | 1.09 | 0.97 |
| Sortino/√2 | 0.8 | 0.78 |
| Smart Sortino/√2 | 0.77 | 0.68 |
| Omega | 1.19 | 1.17 |
| Max Drawdown | -4.49% | -10.33% |
| Max DD Date | 2026-06-10 | 2026-10-14 |
| Max DD Period Start | 2026-06-03 | 2026-08-14 |
| Max DD Period End | 2026-07-31 | 2026-11-04 |
| Longest DD Days | 59 | 83 |
| Volatility (ann.) | 12.4% | 13.4% |
| R^2 | 0.25 | 0.25 |
| Information Ratio | 0.0 | 0.0 |
| Calmar | 2.95 | 1.29 |
| Skew | -0.15 | 0.07 |
| Kurtosis | 0.59 | -0.43 |
| Ulcer Performance Index | 3.89 | 1.32 |
| Risk-Adjusted Return | 13.27% | 13.29% |
| Risk-Return Ratio | 0.07 | 0.06 |
| Avg. Return | 0.05% | 0.05% |
| Avg. Win | 0.74% | 0.74% |
| Avg. Loss | -0.58% | -0.73% |
| Win/Loss Ratio | 1.27 | 1.01 |
| Profit Ratio | 1.15 | 1.0 |
| Expected Daily | 0.05% | 0.05% |
| Expected Monthly | 0.9% | 0.9% |
| Expected Yearly | 6.48% | 6.49% |
| Kelly Criterion | 11.23% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -1.34% |
| Expected Shortfall (cVaR) | -1.63% | -1.84% |
| Max Consecutive Wins | 4 | 7 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.19 | 0.17 |
| Gain/Pain (1M) | 3.26 | 0.99 |
| Payoff Ratio | 1.27 | 1.01 |
| Profit Factor | 1.19 | 1.17 |
| Common Sense Ratio | 1.47 | 1.48 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.23 | 1.27 |
| Outlier Win Ratio | 2.66 | 2.41 |
| Outlier Loss Ratio | 3.07 | 2.67 |
| MTD | 1.47% | 2.84% |
| 3M | 1.46% | -5.31% |
| 6M | 6.48% | 6.49% |
| YTD | 6.48% | 6.49% |
| 1Y | 6.48% | 6.49% |
| 3Y (ann.) | 13.27% | 13.29% |
| 5Y (ann.) | 13.27% | 13.29% |
| 10Y (ann.) | 13.27% | 13.29% |
| All-time (ann.) | 13.27% | 13.29% |
| Best Day | 1.8% | 2.16% |
| Worst Day | -2.58% | -2.2% |
| Best Month | 4.52% | 5.37% |
| Worst Month | -1.03% | -6.26% |
| Best Year | 6.48% | 6.49% |
| Worst Year | 6.48% | 6.49% |
| Avg. Drawdown | -1.57% | -2.74% |
| Avg. Drawdown Days | 17 | 17 |
| Recovery Factor | 1.48 | 0.65 |
| Ulcer Index | 0.02 | 0.05 |
| Serenity Index | 0.91 | 0.12 |
| Avg. Up Month | 2.01% | 2.63% |
| Avg. Down Month | -0.33% | -6.26% |
| Win Days | 50.39% | 51.59% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 100.0% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.54 |
| Alpha | - | 0.06 |
| Correlation | - | 49.86% |
| Treynor Ratio | - | 12.04% |
| Year | SPY | GATRX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 6.49 | 1.00 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-08-14 | 2026-11-04 | -10.33 | 83 |
| 2026-05-07 | 2026-05-29 | -3.24 | 23 |
| 2026-07-07 | 2026-07-14 | -2.89 | 8 |
| 2026-07-17 | 2026-07-27 | -2.69 | 11 |
| 2026-06-02 | 2026-06-10 | -2.29 | 9 |
| 2026-08-05 | 2026-08-12 | -1.63 | 8 |
| 2026-06-17 | 2026-06-22 | -0.86 | 6 |
| 2026-07-29 | 2026-07-31 | -0.68 | 3 |
| 2026-07-02 | 2026-07-02 | -0.05 | 1 |