| Metric | SPY | JAKUX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 17.87% | 20.09% |
| CAGR﹪ | 18.02% | 20.26% |
| Sharpe | 1.04 | 1.92 |
| Prob. Sharpe Ratio | 84.73% | 96.8% |
| Smart Sharpe | 1.01 | 1.85 |
| Sortino | 1.51 | 2.83 |
| Smart Sortino | 1.47 | 2.73 |
| Sortino/√2 | 1.07 | 2.0 |
| Smart Sortino/√2 | 1.04 | 1.93 |
| Omega | 1.25 | 1.51 |
| Max Drawdown | -8.88% | -5.21% |
| Max DD Date | 2026-03-30 | 2026-03-20 |
| Max DD Period Start | 2026-01-28 | 2026-03-02 |
| Max DD Period End | 2026-04-13 | 2026-04-10 |
| Longest DD Days | 76 | 68 |
| Volatility (ann.) | 12.99% | 7.72% |
| R^2 | 0.33 | 0.33 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 2.03 | 3.89 |
| Skew | -0.15 | -0.46 |
| Kurtosis | 1.05 | 2.3 |
| Ulcer Performance Index | 8.3 | 11.63 |
| Risk-Adjusted Return | 18.02% | 21.33% |
| Risk-Return Ratio | 0.08 | 0.15 |
| Avg. Return | 0.06% | 0.08% |
| Avg. Win | 0.69% | 0.44% |
| Avg. Loss | -0.82% | -0.45% |
| Win/Loss Ratio | 0.85 | 0.97 |
| Profit Ratio | 0.94 | 0.51 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.27% | 1.42% |
| Expected Yearly | 8.57% | 9.58% |
| Kelly Criterion | -1.0% | 20.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.73% |
| Expected Shortfall (cVaR) | -1.72% | -1.18% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.25 | 0.51 |
| Gain/Pain (1M) | 2.6 | 3.06 |
| Payoff Ratio | 0.85 | 0.97 |
| Profit Factor | 1.25 | 1.51 |
| Common Sense Ratio | 1.24 | 1.75 |
| CPC Index | 0.57 | 0.89 |
| Tail Ratio | 0.99 | 1.16 |
| Outlier Win Ratio | 2.88 | 3.87 |
| Outlier Loss Ratio | 3.19 | 3.34 |
| MTD | 1.08% | 0.79% |
| 3M | 3.82% | 5.99% |
| 6M | 19.85% | 11.75% |
| YTD | 14.3% | 16.1% |
| 1Y | 17.87% | 20.09% |
| 3Y (ann.) | 18.02% | 20.26% |
| 5Y (ann.) | 18.02% | 20.26% |
| 10Y (ann.) | 18.02% | 20.26% |
| All-time (ann.) | 18.02% | 20.26% |
| Best Day | 2.91% | 1.44% |
| Worst Day | -2.7% | -2.22% |
| Best Month | 10.51% | 5.51% |
| Worst Month | -4.94% | -3.44% |
| Best Year | 14.3% | 16.1% |
| Worst Year | 3.13% | 3.43% |
| Avg. Drawdown | -1.71% | -0.81% |
| Avg. Drawdown Days | 13 | 9 |
| Recovery Factor | 1.94 | 3.57 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 1.16 | 1.28 |
| Avg. Up Month | 2.41% | 2.1% |
| Avg. Down Month | -2.98% | -3.04% |
| Win Days | 53.6% | 61.02% |
| Win Month | 76.92% | 84.62% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.34 |
| Alpha | - | 0.13 |
| Correlation | - | 57.22% |
| Treynor Ratio | - | 59.08% |
| Year | SPY | JAKUX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 3.43 | 1.10 | + |
| 2026 | 14.30 | 16.10 | 1.13 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-04-10 | -5.21 | 40 |
| 2026-06-05 | 2026-08-11 | -4.26 | 68 |
| 2025-10-07 | 2025-11-25 | -1.99 | 50 |
| 2026-05-15 | 2026-06-03 | -1.76 | 20 |
| 2025-12-12 | 2025-12-23 | -1.52 | 12 |
| 2026-01-30 | 2026-02-06 | -1.09 | 8 |
| 2026-09-14 | 2026-09-22 | -0.88 | 9 |
| 2026-08-24 | 2026-09-02 | -0.63 | 10 |
| 2026-02-12 | 2026-02-12 | -0.56 | 1 |
| 2026-08-18 | 2026-08-20 | -0.53 | 3 |