| Metric | SPY | GATRX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 18.62% | 13.62% |
| CAGR﹪ | 41.09% | 29.35% |
| Sharpe | 2.33 | 1.66 |
| Prob. Sharpe Ratio | 95.05% | 87.99% |
| Smart Sharpe | 2.31 | 1.6 |
| Sortino | 3.8 | 2.62 |
| Smart Sortino | 3.76 | 2.51 |
| Sortino/√2 | 2.69 | 1.85 |
| Smart Sortino/√2 | 2.66 | 1.78 |
| Omega | 1.54 | 1.36 |
| Max Drawdown | -4.49% | -6.16% |
| Max DD Date | 2026-06-10 | 2026-09-18 |
| Max DD Period Start | 2026-06-03 | 2026-08-14 |
| Max DD Period End | 2026-07-31 | 2026-09-21 |
| Longest DD Days | 59 | 51 |
| Volatility (ann.) | 13.6% | 13.88% |
| R^2 | 0.39 | 0.39 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | 9.14 | 4.77 |
| Skew | 0.1 | 0.11 |
| Kurtosis | 1.09 | 0.1 |
| Ulcer Performance Index | 11.83 | 6.53 |
| Risk-Adjusted Return | 41.09% | 29.35% |
| Risk-Return Ratio | 0.16 | 0.12 |
| Avg. Return | 0.14% | 0.11% |
| Avg. Win | 0.85% | 0.79% |
| Avg. Loss | -0.62% | -0.76% |
| Win/Loss Ratio | 1.37 | 1.04 |
| Profit Ratio | 1.08 | 0.84 |
| Expected Daily | 0.14% | 0.1% |
| Expected Monthly | 2.47% | 1.84% |
| Expected Yearly | 18.62% | 13.62% |
| Kelly Criterion | 21.11% | 13.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -1.33% |
| Expected Shortfall (cVaR) | -1.77% | -1.86% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.54 | 0.36 |
| Gain/Pain (1M) | 10.93 | 4.13 |
| Payoff Ratio | 1.37 | 1.04 |
| Profit Factor | 1.54 | 1.36 |
| Common Sense Ratio | 2.01 | 1.79 |
| CPC Index | 1.15 | 0.79 |
| Tail Ratio | 1.31 | 1.32 |
| Outlier Win Ratio | 3.22 | 2.76 |
| Outlier Loss Ratio | 3.1 | 2.82 |
| MTD | 1.09% | -2.51% |
| 3M | 3.84% | 3.8% |
| 6M | 18.62% | 13.62% |
| YTD | 18.62% | 13.62% |
| 1Y | 18.62% | 13.62% |
| 3Y (ann.) | 41.09% | 29.35% |
| 5Y (ann.) | 41.09% | 29.35% |
| 10Y (ann.) | 41.09% | 29.35% |
| All-time (ann.) | 41.09% | 29.35% |
| Best Day | 2.91% | 2.77% |
| Worst Day | -2.58% | -2.2% |
| Best Month | 10.51% | 6.62% |
| Worst Month | -1.03% | -2.51% |
| Best Year | 18.62% | 13.62% |
| Worst Year | 18.62% | 13.62% |
| Avg. Drawdown | -1.13% | -1.84% |
| Avg. Drawdown Days | 9 | 12 |
| Recovery Factor | 3.9 | 2.15 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 2.75 | 1.12 |
| Avg. Up Month | 5.27% | 3.72% |
| Avg. Down Month | -0.77% | -0.36% |
| Win Days | 54.4% | 55.65% |
| Win Month | 71.43% | 57.14% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.63 |
| Alpha | - | 0.04 |
| Correlation | - | 62.17% |
| Treynor Ratio | - | 21.46% |
| Year | SPY | GATRX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.62 | 13.62 | 0.73 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-08-14 | 2026-09-21 | -6.16 | 39 |
| 2026-04-21 | 2026-06-10 | -3.45 | 51 |
| 2026-07-07 | 2026-07-14 | -2.89 | 8 |
| 2026-07-17 | 2026-07-27 | -2.69 | 11 |
| 2026-03-26 | 2026-04-07 | -2.55 | 13 |
| 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 |
| 2026-04-10 | 2026-04-10 | -0.49 | 1 |
| 2026-03-24 | 2026-03-24 | -0.43 | 1 |