| Metric | SPY | GPAAX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 91.0% |
| Cumulative Return | 18.6% | 6.92% |
| CAGR﹪ | 40.67% | 14.33% |
| Sharpe | 2.32 | 1.87 |
| Prob. Sharpe Ratio | 95.04% | 89.62% |
| Smart Sharpe | 2.3 | 1.8 |
| Sortino | 3.78 | 2.64 |
| Smart Sortino | 3.75 | 2.54 |
| Sortino/√2 | 2.67 | 1.87 |
| Smart Sortino/√2 | 2.65 | 1.8 |
| Omega | 1.54 | 1.5 |
| Max Drawdown | -4.49% | -3.17% |
| Max DD Date | 2026-06-10 | 2026-06-10 |
| Max DD Period Start | 2026-06-03 | 2026-05-14 |
| Max DD Period End | 2026-07-31 | 2026-08-20 |
| Longest DD Days | 59 | 99 |
| Volatility (ann.) | 13.55% | 5.31% |
| R^2 | 0.17 | 0.17 |
| Information Ratio | -0.11 | -0.11 |
| Calmar | 9.05 | 4.52 |
| Skew | 0.1 | -0.77 |
| Kurtosis | 1.12 | 1.2 |
| Ulcer Performance Index | 11.86 | 4.38 |
| Risk-Adjusted Return | 40.67% | 15.74% |
| Risk-Return Ratio | 0.16 | 0.16 |
| Avg. Return | 0.12% | 0.06% |
| Avg. Win | 0.68% | 0.3% |
| Avg. Loss | -0.67% | -0.34% |
| Win/Loss Ratio | 1.03 | 0.88 |
| Profit Ratio | 1.12 | 0.43 |
| Expected Daily | 0.14% | 0.05% |
| Expected Monthly | 2.47% | 0.96% |
| Expected Yearly | 18.6% | 6.92% |
| Kelly Criterion | 9.12% | 17.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -0.5% |
| Expected Shortfall (cVaR) | -1.77% | -0.85% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.54 | 0.5 |
| Gain/Pain (1M) | 10.92 | 6.29 |
| Payoff Ratio | 1.03 | 0.88 |
| Profit Factor | 1.54 | 1.5 |
| Common Sense Ratio | 2.01 | 1.78 |
| CPC Index | 0.85 | 0.81 |
| Tail Ratio | 1.3 | 1.19 |
| Outlier Win Ratio | 3.21 | 2.64 |
| Outlier Loss Ratio | 3.16 | 3.12 |
| MTD | 1.08% | 1.92% |
| 3M | 3.82% | 3.39% |
| 6M | 18.6% | 6.92% |
| YTD | 18.6% | 6.92% |
| 1Y | 18.6% | 6.92% |
| 3Y (ann.) | 40.67% | 14.33% |
| 5Y (ann.) | 40.67% | 14.33% |
| 10Y (ann.) | 40.67% | 14.33% |
| All-time (ann.) | 40.67% | 14.33% |
| Best Day | 2.91% | 0.77% |
| Worst Day | -2.58% | -1.18% |
| Best Month | 10.51% | 2.57% |
| Worst Month | -1.03% | -0.85% |
| Best Year | 18.6% | 6.92% |
| Worst Year | 18.6% | 6.92% |
| Avg. Drawdown | -1.13% | -0.44% |
| Avg. Drawdown Days | 9 | 8 |
| Recovery Factor | 3.9 | 2.13 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 2.75 | 0.47 |
| Avg. Up Month | 4.88% | 1.71% |
| Avg. Down Month | -1.03% | -0.85% |
| Win Days | 53.97% | 61.4% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.16 |
| Alpha | - | 0.08 |
| Correlation | - | 40.71% |
| Treynor Ratio | - | 43.4% |
| Year | SPY | GPAAX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 6.92 | 0.37 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-14 | 2026-08-20 | -3.17 | 99 |
| 2026-08-24 | 2026-08-31 | -0.50 | 8 |
| 2026-09-16 | 2026-09-17 | -0.41 | 2 |
| 2026-03-26 | 2026-03-30 | -0.35 | 5 |
| 2026-09-14 | 2026-09-14 | -0.33 | 1 |
| 2026-09-21 | 2026-09-22 | -0.33 | 2 |
| 2026-04-08 | 2026-04-08 | -0.26 | 1 |
| 2026-04-17 | 2026-04-17 | -0.17 | 1 |
| 2026-04-21 | 2026-04-21 | -0.17 | 1 |
| 2026-04-23 | 2026-04-23 | -0.17 | 1 |