| Metric | SPY | GPAAX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 93.0% |
| Cumulative Return | 14.39% | 6.97% |
| CAGR﹪ | 14.51% | 7.03% |
| Sharpe | 0.83 | 0.46 |
| Prob. Sharpe Ratio | 79.61% | 67.39% |
| Smart Sharpe | 0.82 | 0.4 |
| Sortino | 1.22 | 0.61 |
| Smart Sortino | 1.2 | 0.54 |
| Sortino/√2 | 0.86 | 0.43 |
| Smart Sortino/√2 | 0.85 | 0.38 |
| Omega | 1.2 | 1.17 |
| Max Drawdown | -8.88% | -6.09% |
| Max DD Date | 2026-03-30 | 2026-03-23 |
| Max DD Period Start | 2026-01-28 | 2026-03-02 |
| Max DD Period End | 2026-04-13 | 2026-09-08 |
| Longest DD Days | 76 | 191 |
| Volatility (ann.) | 12.86% | 7.43% |
| R^2 | 0.16 | 0.16 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 1.63 | 1.15 |
| Skew | -0.02 | -0.72 |
| Kurtosis | 0.78 | 2.54 |
| Ulcer Performance Index | 6.68 | 2.58 |
| Risk-Adjusted Return | 14.51% | 7.56% |
| Risk-Return Ratio | 0.07 | 0.06 |
| Avg. Return | 0.04% | 0.03% |
| Avg. Win | 0.64% | 0.39% |
| Avg. Loss | -0.7% | -0.45% |
| Win/Loss Ratio | 0.92 | 0.87 |
| Profit Ratio | 1.02 | 0.54 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 1.04% | 0.52% |
| Expected Yearly | 6.95% | 3.43% |
| Kelly Criterion | -0.39% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.74% |
| Expected Shortfall (cVaR) | -1.66% | -1.13% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.2 | 0.17 |
| Gain/Pain (1M) | 1.83 | 0.79 |
| Payoff Ratio | 0.92 | 0.87 |
| Profit Factor | 1.2 | 1.17 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 0.99 | 0.92 |
| Outlier Win Ratio | 2.84 | 3.52 |
| Outlier Loss Ratio | 3.01 | 2.89 |
| MTD | 1.47% | -1.09% |
| 3M | 1.46% | 1.81% |
| 6M | 6.94% | 0.25% |
| YTD | 13.33% | 5.16% |
| 1Y | 14.39% | 6.97% |
| 3Y (ann.) | 14.51% | 7.03% |
| 5Y (ann.) | 14.51% | 7.03% |
| 10Y (ann.) | 14.51% | 7.03% |
| All-time (ann.) | 14.51% | 7.03% |
| Best Day | 2.91% | 1.48% |
| Worst Day | -2.58% | -2.16% |
| Best Month | 10.51% | 4.89% |
| Worst Month | -4.94% | -5.1% |
| Best Year | 13.33% | 5.16% |
| Worst Year | 0.94% | 1.73% |
| Avg. Drawdown | -1.74% | -1.68% |
| Avg. Drawdown Days | 14 | 26 |
| Recovery Factor | 1.61 | 1.15 |
| Ulcer Index | 0.02 | 0.03 |
| Serenity Index | 0.94 | 0.22 |
| Avg. Up Month | 3.48% | 1.92% |
| Avg. Down Month | -2.29% | -2.5% |
| Win Days | 52.0% | 56.47% |
| Win Month | 61.54% | 61.54% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.23 |
| Alpha | - | 0.04 |
| Correlation | - | 40.19% |
| Treynor Ratio | - | 30.01% |
| Year | SPY | GPAAX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 1.73 | 1.84 | + |
| 2026 | 13.33 | 5.16 | 0.39 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-09-08 | -6.09 | 191 |
| 2026-09-25 | 2026-11-04 | -3.66 | 41 |
| 2026-01-30 | 2026-02-24 | -2.90 | 26 |
| 2025-11-13 | 2025-12-19 | -2.49 | 37 |
| 2026-01-07 | 2026-01-09 | -1.47 | 3 |
| 2025-12-29 | 2026-01-02 | -1.14 | 5 |
| 2026-01-16 | 2026-01-21 | -1.03 | 6 |
| 2026-09-16 | 2026-09-17 | -0.41 | 2 |
| 2026-09-14 | 2026-09-14 | -0.33 | 1 |
| 2026-09-21 | 2026-09-22 | -0.33 | 2 |