| Metric | SPY | JAKUX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 41.51% | 36.84% |
| CAGR﹪ | 25.67% | 22.92% |
| Sharpe | 1.57 | 2.35 |
| Prob. Sharpe Ratio | 97.34% | 99.76% |
| Smart Sharpe | 1.51 | 2.3 |
| Sortino | 2.37 | 3.64 |
| Smart Sortino | 2.28 | 3.57 |
| Sortino/√2 | 1.68 | 2.57 |
| Smart Sortino/√2 | 1.61 | 2.52 |
| Omega | 1.37 | 1.64 |
| 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.) | 12.4% | 7.15% |
| R^2 | 0.25 | 0.25 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 2.89 | 4.4 |
| Skew | -0.01 | -0.28 |
| Kurtosis | 1.56 | 2.32 |
| Ulcer Performance Index | 22.69 | 24.9 |
| Risk-Adjusted Return | 25.67% | 24.12% |
| Risk-Return Ratio | 0.12 | 0.18 |
| Avg. Return | 0.09% | 0.09% |
| Avg. Win | 0.69% | 0.43% |
| Avg. Loss | -0.72% | -0.4% |
| Win/Loss Ratio | 0.96 | 1.08 |
| Profit Ratio | 0.95 | 0.65 |
| Expected Daily | 0.09% | 0.08% |
| Expected Monthly | 1.75% | 1.58% |
| Expected Yearly | 18.96% | 16.98% |
| Kelly Criterion | 7.3% | 21.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -0.66% |
| Expected Shortfall (cVaR) | -1.63% | -0.94% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 5 | 5 |
| Gain/Pain Ratio | 0.37 | 0.64 |
| Gain/Pain (1M) | 4.62 | 4.95 |
| Payoff Ratio | 0.96 | 1.08 |
| Profit Factor | 1.37 | 1.64 |
| Common Sense Ratio | 1.51 | 2.09 |
| CPC Index | 0.72 | 1.06 |
| Tail Ratio | 1.1 | 1.27 |
| Outlier Win Ratio | 3.09 | 3.81 |
| Outlier Loss Ratio | 3.22 | 3.37 |
| MTD | 1.47% | 0.16% |
| 3M | 1.46% | 3.28% |
| 6M | 6.94% | 4.86% |
| YTD | 13.33% | 16.71% |
| 1Y | 13.43% | 18.65% |
| 3Y (ann.) | 25.67% | 22.92% |
| 5Y (ann.) | 25.67% | 22.92% |
| 10Y (ann.) | 25.67% | 22.92% |
| All-time (ann.) | 25.67% | 22.92% |
| Best Day | 3.3% | 1.44% |
| Worst Day | -2.7% | -2.22% |
| Best Month | 10.51% | 5.51% |
| Worst Month | -4.94% | -3.44% |
| Best Year | 24.87% | 17.25% |
| Worst Year | 13.33% | 16.71% |
| Avg. Drawdown | -1.39% | -0.69% |
| Avg. Drawdown Days | 11 | 9 |
| Recovery Factor | 4.04 | 6.1 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 2.95 | 2.37 |
| Avg. Up Month | 2.98% | 2.39% |
| Avg. Down Month | -2.1% | -2.05% |
| Win Days | 54.57% | 59.23% |
| Win Month | 75.0% | 80.0% |
| Win Quarter | 85.71% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.29 |
| Alpha | - | 0.14 |
| Correlation | - | 49.7% |
| Treynor Ratio | - | 128.56% |
| Year | SPY | JAKUX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.87 | 17.25 | 0.69 | - |
| 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 |
| 2025-07-24 | 2025-09-05 | -2.45 | 44 |
| 2025-10-07 | 2025-11-25 | -1.99 | 50 |
| 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 |
| 2025-09-23 | 2025-09-26 | -0.64 | 4 |