| Metric | SPY | JAKUX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 14.39% | 19.74% |
| CAGR﹪ | 14.51% | 19.91% |
| Sharpe | 0.83 | 1.96 |
| Prob. Sharpe Ratio | 79.61% | 97.1% |
| Smart Sharpe | 0.82 | 1.86 |
| Sortino | 1.22 | 2.93 |
| Smart Sortino | 1.2 | 2.79 |
| Sortino/√2 | 0.86 | 2.08 |
| Smart Sortino/√2 | 0.85 | 1.98 |
| Omega | 1.2 | 1.52 |
| 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.) | 12.86% | 7.57% |
| R^2 | 0.29 | 0.29 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 1.63 | 3.82 |
| Skew | -0.02 | -0.38 |
| Kurtosis | 0.78 | 2.48 |
| Ulcer Performance Index | 6.68 | 11.56 |
| Risk-Adjusted Return | 14.51% | 20.96% |
| Risk-Return Ratio | 0.07 | 0.15 |
| Avg. Return | 0.05% | 0.08% |
| Avg. Win | 0.7% | 0.43% |
| Avg. Loss | -0.79% | -0.42% |
| Win/Loss Ratio | 0.89 | 1.02 |
| Profit Ratio | 1.02 | 0.55 |
| Expected Daily | 0.05% | 0.07% |
| Expected Monthly | 1.04% | 1.4% |
| Expected Yearly | 6.95% | 9.43% |
| Kelly Criterion | -1.95% | 21.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.71% |
| Expected Shortfall (cVaR) | -1.66% | -1.23% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.2 | 0.52 |
| Gain/Pain (1M) | 1.83 | 2.99 |
| Payoff Ratio | 0.89 | 1.02 |
| Profit Factor | 1.2 | 1.52 |
| Common Sense Ratio | 1.19 | 1.8 |
| CPC Index | 0.56 | 0.94 |
| Tail Ratio | 0.99 | 1.19 |
| Outlier Win Ratio | 2.84 | 3.92 |
| Outlier Loss Ratio | 3.01 | 3.31 |
| MTD | 1.47% | 0.16% |
| 3M | 1.46% | 3.28% |
| 6M | 6.94% | 4.86% |
| YTD | 13.33% | 16.71% |
| 1Y | 14.39% | 19.74% |
| 3Y (ann.) | 14.51% | 19.91% |
| 5Y (ann.) | 14.51% | 19.91% |
| 10Y (ann.) | 14.51% | 19.91% |
| All-time (ann.) | 14.51% | 19.91% |
| Best Day | 2.91% | 1.44% |
| Worst Day | -2.58% | -2.22% |
| Best Month | 10.51% | 5.51% |
| Worst Month | -4.94% | -3.44% |
| Best Year | 13.33% | 16.71% |
| Worst Year | 0.94% | 2.6% |
| Avg. Drawdown | -1.74% | -0.83% |
| Avg. Drawdown Days | 14 | 9 |
| Recovery Factor | 1.61 | 3.51 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 0.94 | 1.25 |
| Avg. Up Month | 2.8% | 2.44% |
| Avg. Down Month | -2.1% | -2.05% |
| Win Days | 52.0% | 60.34% |
| Win Month | 61.54% | 76.92% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.32 |
| Alpha | - | 0.14 |
| Correlation | - | 54.17% |
| Treynor Ratio | - | 61.94% |
| Year | SPY | JAKUX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 2.60 | 2.77 | + |
| 2026 | 13.33 | 16.71 | 1.25 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-04-10 | -5.21 | 40 |
| 2026-06-05 | 2026-08-11 | -4.26 | 68 |
| 2025-11-13 | 2025-11-25 | -1.88 | 13 |
| 2026-05-15 | 2026-06-03 | -1.76 | 20 |
| 2026-09-14 | 2026-10-12 | -1.66 | 29 |
| 2025-12-12 | 2025-12-23 | -1.52 | 12 |
| 2026-10-26 | 2026-11-04 | -1.19 | 10 |
| 2026-01-30 | 2026-02-06 | -1.09 | 8 |
| 2026-08-24 | 2026-09-02 | -0.63 | 10 |
| 2026-02-12 | 2026-02-12 | -0.56 | 1 |