| Metric | SPY | GTAPX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 93.0% |
| Cumulative Return | 6.48% | 10.31% |
| CAGR﹪ | 13.27% | 21.5% |
| Sharpe | 0.78 | 2.26 |
| Prob. Sharpe Ratio | 70.87% | 94.57% |
| Smart Sharpe | 0.75 | 2.02 |
| Sortino | 1.14 | 3.65 |
| Smart Sortino | 1.09 | 3.26 |
| Sortino/√2 | 0.8 | 2.58 |
| Smart Sortino/√2 | 0.77 | 2.31 |
| Omega | 1.19 | 1.54 |
| Max Drawdown | -4.49% | -2.36% |
| Max DD Date | 2026-06-10 | 2026-07-01 |
| Max DD Period Start | 2026-06-03 | 2026-06-04 |
| Max DD Period End | 2026-07-31 | 2026-07-15 |
| Longest DD Days | 59 | 42 |
| Volatility (ann.) | 12.4% | 7.16% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | 2.95 | 9.1 |
| Skew | -0.15 | 0.02 |
| Kurtosis | 0.59 | -0.2 |
| Ulcer Performance Index | 3.89 | 11.52 |
| Risk-Adjusted Return | 13.27% | 23.12% |
| Risk-Return Ratio | 0.07 | 0.17 |
| Avg. Return | 0.03% | 0.08% |
| Avg. Win | 0.59% | 0.43% |
| Avg. Loss | -0.58% | -0.36% |
| Win/Loss Ratio | 1.02 | 1.19 |
| Profit Ratio | 1.15 | 0.84 |
| Expected Daily | 0.05% | 0.08% |
| Expected Monthly | 0.9% | 1.41% |
| Expected Yearly | 6.48% | 10.31% |
| Kelly Criterion | 1.82% | 15.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.66% |
| Expected Shortfall (cVaR) | -1.63% | -0.78% |
| Max Consecutive Wins | 4 | 7 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.19 | 0.54 |
| Gain/Pain (1M) | 3.26 | 7.62 |
| Payoff Ratio | 1.02 | 1.19 |
| Profit Factor | 1.19 | 1.54 |
| Common Sense Ratio | 1.47 | 1.6 |
| CPC Index | 0.61 | 1.0 |
| Tail Ratio | 1.23 | 1.04 |
| Outlier Win Ratio | 2.66 | 3.01 |
| Outlier Loss Ratio | 3.07 | 2.38 |
| MTD | 1.47% | 0.41% |
| 3M | 1.46% | 6.3% |
| 6M | 6.48% | 10.31% |
| YTD | 6.48% | 10.31% |
| 1Y | 6.48% | 10.31% |
| 3Y (ann.) | 13.27% | 21.5% |
| 5Y (ann.) | 13.27% | 21.5% |
| 10Y (ann.) | 13.27% | 21.5% |
| All-time (ann.) | 13.27% | 21.5% |
| Best Day | 1.8% | 1.3% |
| Worst Day | -2.58% | -1.12% |
| Best Month | 4.52% | 5.78% |
| Worst Month | -1.03% | -1.11% |
| Best Year | 6.48% | 10.31% |
| Worst Year | 6.48% | 10.31% |
| Avg. Drawdown | -1.57% | -0.94% |
| Avg. Drawdown Days | 17 | 10 |
| Recovery Factor | 1.48 | 4.21 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.91 | 2.54 |
| Avg. Up Month | 1.39% | 2.44% |
| Avg. Down Month | -1.03% | -1.11% |
| Win Days | 50.39% | 54.24% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 100.0% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.01 |
| Alpha | - | 0.2 |
| Correlation | - | -2.16% |
| Treynor Ratio | - | -826.9% |
| Year | SPY | GTAPX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 10.31 | 1.59 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-07-15 | -2.36 | 42 |
| 2026-05-06 | 2026-05-22 | -1.70 | 17 |
| 2026-08-03 | 2026-08-18 | -1.64 | 16 |
| 2026-09-16 | 2026-09-30 | -1.61 | 15 |
| 2026-08-31 | 2026-09-14 | -1.19 | 15 |
| 2026-10-23 | 2026-10-29 | -0.95 | 7 |
| 2026-08-20 | 2026-08-25 | -0.78 | 6 |
| 2026-05-27 | 2026-06-02 | -0.74 | 7 |
| 2026-07-17 | 2026-07-24 | -0.73 | 8 |
| 2026-10-06 | 2026-10-07 | -0.43 | 2 |