| Metric | SPY | GIMMX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 18.3% | 14.24% |
| CAGR﹪ | 18.62% | 14.48% |
| Sharpe | 1.07 | 1.17 |
| Prob. Sharpe Ratio | 85.46% | 87.58% |
| Smart Sharpe | 1.04 | 1.14 |
| Sortino | 1.56 | 1.71 |
| Smart Sortino | 1.52 | 1.66 |
| Sortino/√2 | 1.1 | 1.21 |
| Smart Sortino/√2 | 1.07 | 1.18 |
| Omega | 1.26 | 1.33 |
| Max Drawdown | -8.88% | -4.18% |
| Max DD Date | 2026-03-30 | 2026-03-30 |
| Max DD Period Start | 2026-01-28 | 2026-01-29 |
| Max DD Period End | 2026-04-13 | 2026-04-21 |
| Longest DD Days | 76 | 91 |
| Volatility (ann.) | 13.04% | 8.46% |
| R^2 | 0.53 | 0.53 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 2.1 | 3.46 |
| Skew | -0.16 | -0.14 |
| Kurtosis | 1.03 | 3.92 |
| Ulcer Performance Index | 8.48 | 9.86 |
| Risk-Adjusted Return | 18.62% | 15.41% |
| Risk-Return Ratio | 0.09 | 0.1 |
| Avg. Return | 0.07% | 0.06% |
| Avg. Win | 0.69% | 0.45% |
| Avg. Loss | -0.72% | -0.45% |
| Win/Loss Ratio | 0.96 | 1.0 |
| Profit Ratio | 0.91 | 0.63 |
| Expected Daily | 0.07% | 0.05% |
| Expected Monthly | 1.3% | 1.03% |
| Expected Yearly | 8.77% | 6.88% |
| Kelly Criterion | 6.2% | 13.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.82% |
| Expected Shortfall (cVaR) | -1.72% | -1.28% |
| Max Consecutive Wins | 7 | 12 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.26 | 0.33 |
| Gain/Pain (1M) | 2.66 | 4.07 |
| Payoff Ratio | 0.96 | 1.0 |
| Profit Factor | 1.26 | 1.33 |
| Common Sense Ratio | 1.25 | 1.33 |
| CPC Index | 0.65 | 0.76 |
| Tail Ratio | 0.99 | 1.0 |
| Outlier Win Ratio | 2.88 | 3.53 |
| Outlier Loss Ratio | 3.16 | 3.45 |
| MTD | 1.08% | 2.56% |
| 3M | 3.82% | 4.33% |
| 6M | 19.85% | 11.07% |
| YTD | 14.3% | 11.17% |
| 1Y | 18.3% | 14.24% |
| 3Y (ann.) | 18.62% | 14.48% |
| 5Y (ann.) | 18.62% | 14.48% |
| 10Y (ann.) | 18.62% | 14.48% |
| All-time (ann.) | 18.62% | 14.48% |
| Best Day | 2.91% | 2.48% |
| Worst Day | -2.7% | -2.42% |
| Best Month | 10.51% | 4.88% |
| Worst Month | -4.94% | -2.51% |
| Best Year | 14.3% | 11.17% |
| Worst Year | 3.5% | 2.76% |
| Avg. Drawdown | -1.69% | -1.29% |
| Avg. Drawdown Days | 13 | 15 |
| Recovery Factor | 1.99 | 3.27 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.19 | 1.53 |
| Avg. Up Month | 2.45% | 1.67% |
| Avg. Down Month | -2.98% | -1.69% |
| Win Days | 54.03% | 56.65% |
| Win Month | 76.92% | 84.62% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.47 |
| Alpha | - | 0.05 |
| Correlation | - | 72.69% |
| Treynor Ratio | - | 30.18% |
| Year | SPY | GIMMX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.50 | 2.76 | 0.79 | - |
| 2026 | 14.30 | 11.17 | 0.78 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-29 | 2026-04-21 | -4.18 | 83 |
| 2025-11-13 | 2025-12-10 | -4.00 | 28 |
| 2025-10-09 | 2025-10-23 | -2.75 | 15 |
| 2026-05-15 | 2026-08-13 | -2.57 | 91 |
| 2026-01-16 | 2026-01-22 | -1.89 | 7 |
| 2025-10-28 | 2025-11-11 | -1.79 | 15 |
| 2025-12-12 | 2025-12-22 | -1.78 | 11 |
| 2026-08-18 | 2026-08-26 | -0.85 | 9 |
| 2026-01-07 | 2026-01-08 | -0.72 | 2 |
| 2025-09-24 | 2025-09-25 | -0.61 | 2 |