| Metric | SPY | HHCCX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 14.39% | -16.92% |
| CAGR﹪ | 14.51% | -17.04% |
| Sharpe | 0.83 | -1.7 |
| Prob. Sharpe Ratio | 79.61% | 4.61% |
| Smart Sharpe | 0.82 | -1.63 |
| Sortino | 1.22 | -2.21 |
| Smart Sortino | 1.2 | -2.12 |
| Sortino/√2 | 0.86 | -1.57 |
| Smart Sortino/√2 | 0.85 | -1.5 |
| Omega | 1.2 | 0.79 |
| Max Drawdown | -8.88% | - |
| Max DD Date | 2026-03-30 | - |
| Max DD Period Start | 2026-01-28 | - |
| Max DD Period End | 2026-04-13 | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 12.86% | 12.67% |
| R^2 | 0.33 | 0.33 |
| Information Ratio | -0.17 | -0.17 |
| Calmar | 1.63 | -0.95 |
| Skew | -0.02 | 0.05 |
| Kurtosis | 0.78 | 2.03 |
| Ulcer Performance Index | 6.68 | -1.64 |
| Risk-Adjusted Return | 14.51% | -17.94% |
| Risk-Return Ratio | 0.07 | -0.09 |
| Avg. Return | 0.04% | -0.07% |
| Avg. Win | 0.72% | 0.64% |
| Avg. Loss | -0.68% | -0.74% |
| Win/Loss Ratio | 1.06 | 0.87 |
| Profit Ratio | 1.02 | 0.82 |
| Expected Daily | 0.05% | -0.07% |
| Expected Monthly | 1.04% | -1.42% |
| Expected Yearly | 6.95% | -8.85% |
| Kelly Criterion | 6.61% | -13.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -1.38% |
| Expected Shortfall (cVaR) | -1.66% | -1.93% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 8 |
| Gain/Pain Ratio | 0.2 | -0.21 |
| Gain/Pain (1M) | 1.83 | -0.8 |
| Payoff Ratio | 1.06 | 0.87 |
| Profit Factor | 1.2 | 0.79 |
| Common Sense Ratio | 1.19 | 0.73 |
| CPC Index | 0.66 | 0.32 |
| Tail Ratio | 0.99 | 0.93 |
| Outlier Win Ratio | 2.84 | 3.31 |
| Outlier Loss Ratio | 3.01 | 2.9 |
| MTD | 1.47% | -1.77% |
| 3M | 1.46% | -9.95% |
| 6M | 6.94% | -6.73% |
| YTD | 13.33% | -10.97% |
| 1Y | 14.39% | -16.92% |
| 3Y (ann.) | 14.51% | -17.04% |
| 5Y (ann.) | 14.51% | -17.04% |
| 10Y (ann.) | 14.51% | -17.04% |
| All-time (ann.) | 14.51% | -17.04% |
| Best Day | 2.91% | 3.57% |
| Worst Day | -2.58% | -2.98% |
| Best Month | 10.51% | 1.68% |
| Worst Month | -4.94% | -6.55% |
| Best Year | 13.33% | -6.68% |
| Worst Year | 0.94% | -10.97% |
| Avg. Drawdown | -1.74% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1.61 | 0.99 |
| Ulcer Index | 0.02 | 0.1 |
| Serenity Index | 0.94 | -0.08 |
| Avg. Up Month | 5.75% | 0.78% |
| Avg. Down Month | -2.06% | -3.85% |
| Win Days | 52.0% | 46.84% |
| Win Month | 61.54% | 38.46% |
| Win Quarter | 80.0% | 20.0% |
| Win Year | 100.0% | 0.0% |
| Beta | - | 0.57 |
| Alpha | - | -0.26 |
| Correlation | - | 57.87% |
| Treynor Ratio | - | -29.68% |
| Year | SPY | HHCCX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | -6.68 | -7.12 | - |
| 2026 | 13.33 | -10.97 | -0.82 | - |
| Started | Recovered | Drawdown | Days |
|---|