| Metric | SPY | GIMMX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 93.0% |
| Cumulative Return | 18.6% | 11.07% |
| CAGR﹪ | 40.67% | 23.37% |
| Sharpe | 2.32 | 3.26 |
| Prob. Sharpe Ratio | 95.04% | 98.75% |
| Smart Sharpe | 2.3 | 2.73 |
| Sortino | 3.78 | 5.32 |
| Smart Sortino | 3.75 | 4.45 |
| Sortino/√2 | 2.67 | 3.76 |
| Smart Sortino/√2 | 2.65 | 3.15 |
| Omega | 1.54 | 1.88 |
| Max Drawdown | -4.49% | -2.57% |
| Max DD Date | 2026-06-10 | 2026-06-26 |
| Max DD Period Start | 2026-06-03 | 2026-05-15 |
| Max DD Period End | 2026-07-31 | 2026-08-13 |
| Longest DD Days | 59 | 91 |
| Volatility (ann.) | 13.55% | 5.39% |
| R^2 | 0.33 | 0.33 |
| Information Ratio | -0.08 | -0.08 |
| Calmar | 9.05 | 9.1 |
| Skew | 0.1 | -0.26 |
| Kurtosis | 1.12 | 0.83 |
| Ulcer Performance Index | 11.86 | 11.11 |
| Risk-Adjusted Return | 40.67% | 25.12% |
| Risk-Return Ratio | 0.16 | 0.25 |
| Avg. Return | 0.14% | 0.09% |
| Avg. Win | 0.81% | 0.34% |
| Avg. Loss | -0.72% | -0.28% |
| Win/Loss Ratio | 1.12 | 1.25 |
| Profit Ratio | 1.12 | 0.66 |
| Expected Daily | 0.14% | 0.08% |
| Expected Monthly | 2.47% | 1.51% |
| Expected Yearly | 18.6% | 11.07% |
| Kelly Criterion | 12.92% | 27.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -0.47% |
| Expected Shortfall (cVaR) | -1.77% | -0.78% |
| Max Consecutive Wins | 7 | 12 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.54 | 0.88 |
| Gain/Pain (1M) | 10.92 | 12.5 |
| Payoff Ratio | 1.12 | 1.25 |
| Profit Factor | 1.54 | 1.88 |
| Common Sense Ratio | 2.01 | 2.66 |
| CPC Index | 0.93 | 1.4 |
| Tail Ratio | 1.3 | 1.42 |
| Outlier Win Ratio | 3.21 | 3.0 |
| Outlier Loss Ratio | 3.16 | 3.12 |
| MTD | 1.08% | 2.56% |
| 3M | 3.82% | 4.33% |
| 6M | 18.6% | 11.07% |
| YTD | 18.6% | 11.07% |
| 1Y | 18.6% | 11.07% |
| 3Y (ann.) | 40.67% | 23.37% |
| 5Y (ann.) | 40.67% | 23.37% |
| 10Y (ann.) | 40.67% | 23.37% |
| All-time (ann.) | 40.67% | 23.37% |
| Best Day | 2.91% | 0.93% |
| Worst Day | -2.58% | -1.12% |
| Best Month | 10.51% | 4.88% |
| Worst Month | -1.03% | -0.86% |
| Best Year | 18.6% | 11.07% |
| Worst Year | 18.6% | 11.07% |
| Avg. Drawdown | -1.13% | -0.55% |
| Avg. Drawdown Days | 9 | 12 |
| Recovery Factor | 3.9 | 4.12 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 2.75 | 1.7 |
| Avg. Up Month | 3.91% | 2.27% |
| Avg. Down Month | -1.03% | -0.86% |
| Win Days | 53.97% | 59.48% |
| Win Month | 71.43% | 85.71% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.23 |
| Alpha | - | 0.13 |
| Correlation | - | 57.32% |
| Treynor Ratio | - | 48.58% |
| Year | SPY | GIMMX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 11.07 | 0.60 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-15 | 2026-08-13 | -2.57 | 91 |
| 2026-03-26 | 2026-03-31 | -0.92 | 6 |
| 2026-08-18 | 2026-08-27 | -0.85 | 10 |
| 2026-09-14 | 2026-09-18 | -0.50 | 5 |
| 2026-05-07 | 2026-05-07 | -0.17 | 1 |
| 2026-09-22 | 2026-09-22 | -0.17 | 1 |
| 2026-04-17 | 2026-04-17 | -0.09 | 1 |
| 2026-04-21 | 2026-04-21 | -0.09 | 1 |
| 2026-04-23 | 2026-04-23 | -0.09 | 1 |
| 2026-04-28 | 2026-04-28 | -0.09 | 1 |