| Metric | SPY | GPMFX |
|---|---|---|
| Risk-Free Proxy | Kenneth French daily RF | Kenneth French daily RF |
| Time in Market | 100.0% | 92.0% |
| Cumulative Return | 13.46% | 4.99% |
| CAGR﹪ | 42.99% | 14.79% |
| Sharpe | 2.27 | 0.92 |
| Prob. Sharpe Ratio | 90.98% | 70.4% |
| Smart Sharpe | 2.2 | 0.89 |
| Sortino | 3.57 | 1.25 |
| Smart Sortino | 3.45 | 1.2 |
| Sortino/√2 | 2.52 | 0.88 |
| Smart Sortino/√2 | 2.44 | 0.85 |
| Omega | 1.53 | 1.22 |
| Max Drawdown | -4.49% | -6.94% |
| Max DD Date | 2026-06-10 | 2026-06-26 |
| Max DD Period Start | 2026-06-03 | 2026-05-14 |
| Max DD Period End | 2026-07-30 | 2026-07-30 |
| Longest DD Days | 58 | 78 |
| Volatility (ann.) | 14.6% | 11.67% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | -0.08 | -0.08 |
| Calmar | 9.56 | 2.13 |
| Skew | -0.02 | -0.7 |
| Kurtosis | 1.06 | 0.66 |
| Ulcer Performance Index | 8.32 | 1.41 |
| Risk-Adjusted Return | 42.99% | 16.08% |
| Risk-Return Ratio | 0.16 | 0.08 |
| Avg. Return | 0.15% | 0.06% |
| Avg. Win | 0.68% | 0.61% |
| Avg. Loss | -0.68% | -0.75% |
| Win/Loss Ratio | 0.99 | 0.82 |
| Profit Ratio | 0.85 | 0.38 |
| Expected Daily | 0.14% | 0.05% |
| Expected Monthly | 2.56% | 0.98% |
| Expected Yearly | 13.46% | 4.99% |
| Kelly Criterion | 14.22% | 12.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -1.15% |
| Expected Shortfall (cVaR) | -1.77% | -1.73% |
| Max Consecutive Wins | 7 | 4 |
| Max Consecutive Losses | 3 | 3 |
| Gain/Pain Ratio | 0.53 | 0.22 |
| Gain/Pain (1M) | 5.84 | 1.68 |
| Payoff Ratio | 0.99 | 0.82 |
| Profit Factor | 1.53 | 1.22 |
| Common Sense Ratio | 1.69 | 1.05 |
| CPC Index | 0.87 | 0.61 |
| Tail Ratio | 1.11 | 0.86 |
| Outlier Win Ratio | 3.5 | 3.03 |
| Outlier Loss Ratio | 2.9 | 2.87 |
| MTD | -0.68% | 1.33% |
| 3M | 4.5% | -1.48% |
| 6M | 13.46% | 4.99% |
| YTD | 13.46% | 4.99% |
| 1Y | 13.46% | 4.99% |
| 3Y (ann.) | 42.99% | 14.79% |
| 5Y (ann.) | 42.99% | 14.79% |
| 10Y (ann.) | 42.99% | 14.79% |
| All-time (ann.) | 42.99% | 14.79% |
| Best Day | 2.91% | 1.51% |
| Worst Day | -2.58% | -2.11% |
| Best Month | 10.51% | 5.56% |
| Worst Month | -1.03% | -2.77% |
| Best Year | 13.46% | 4.99% |
| Worst Year | 13.46% | 4.99% |
| Avg. Drawdown | -1.1% | -1.74% |
| Avg. Drawdown Days | 7 | 14 |
| Recovery Factor | 2.89 | 0.74 |
| Ulcer Index | 0.02 | 0.04 |
| Serenity Index | 2.06 | 0.16 |
| Avg. Up Month | 10.51% | 5.56% |
| Avg. Down Month | -1.03% | -2.77% |
| Win Days | 57.3% | 60.49% |
| Win Month | 40.0% | 60.0% |
| Win Quarter | 33.33% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.11 |
| Alpha | - | 0.1 |
| Correlation | - | 13.72% |
| Treynor Ratio | - | 45.56% |
| Year | SPY | GPMFX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 13.46 | 4.99 | 0.37 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-14 | 2026-07-30 | -6.94 | 78 |
| 2026-04-08 | 2026-04-15 | -2.07 | 8 |
| 2026-04-17 | 2026-04-21 | -1.55 | 5 |
| 2026-05-06 | 2026-05-08 | -1.25 | 3 |
| 2026-03-25 | 2026-03-25 | -0.13 | 1 |
| 2026-04-01 | 2026-04-01 | -0.13 | 1 |
| 2026-05-01 | 2026-05-01 | -0.13 | 1 |