| Metric | SPY | JAKUX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 42.73% | 36.12% |
| CAGR﹪ | 29.01% | 24.7% |
| Sharpe | 1.76 | 2.49 |
| Prob. Sharpe Ratio | 98.11% | 99.79% |
| Smart Sharpe | 1.67 | 2.45 |
| Sortino | 2.69 | 3.86 |
| Smart Sortino | 2.55 | 3.79 |
| Sortino/√2 | 1.9 | 2.73 |
| Smart Sortino/√2 | 1.81 | 2.68 |
| Omega | 1.42 | 1.69 |
| 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.) | 12.49% | 7.27% |
| R^2 | 0.25 | 0.25 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 3.26 | 4.74 |
| Skew | 0.0 | -0.32 |
| Kurtosis | 1.63 | 2.34 |
| Ulcer Performance Index | 23.07 | 23.69 |
| Risk-Adjusted Return | 29.01% | 26.0% |
| Risk-Return Ratio | 0.13 | 0.19 |
| Avg. Return | 0.1% | 0.09% |
| Avg. Win | 0.69% | 0.43% |
| Avg. Loss | -0.74% | -0.42% |
| Win/Loss Ratio | 0.94 | 1.04 |
| Profit Ratio | 0.94 | 0.61 |
| Expected Daily | 0.1% | 0.09% |
| Expected Monthly | 2.0% | 1.73% |
| Expected Yearly | 19.47% | 16.67% |
| Kelly Criterion | 7.32% | 22.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -0.66% |
| Expected Shortfall (cVaR) | -1.62% | -0.96% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 5 | 5 |
| Gain/Pain Ratio | 0.42 | 0.69 |
| Gain/Pain (1M) | 5.53 | 4.9 |
| Payoff Ratio | 0.94 | 1.04 |
| Profit Factor | 1.42 | 1.69 |
| Common Sense Ratio | 1.6 | 2.08 |
| CPC Index | 0.74 | 1.06 |
| Tail Ratio | 1.13 | 1.23 |
| Outlier Win Ratio | 3.14 | 3.79 |
| Outlier Loss Ratio | 3.18 | 3.41 |
| MTD | 1.08% | 0.79% |
| 3M | 3.82% | 5.99% |
| 6M | 19.85% | 11.75% |
| YTD | 14.3% | 16.1% |
| 1Y | 17.78% | 20.43% |
| 3Y (ann.) | 29.01% | 24.7% |
| 5Y (ann.) | 29.01% | 24.7% |
| 10Y (ann.) | 29.01% | 24.7% |
| All-time (ann.) | 29.01% | 24.7% |
| 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 | 14.3% | 16.1% |
| Avg. Drawdown | -1.34% | -0.67% |
| Avg. Drawdown Days | 10 | 8 |
| Recovery Factor | 4.13 | 5.99 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 3.0 | 2.3 |
| Avg. Up Month | 2.96% | 2.43% |
| Avg. Down Month | -2.98% | -3.04% |
| Win Days | 55.11% | 60.36% |
| Win Month | 83.33% | 83.33% |
| Win Quarter | 83.33% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.29 |
| Alpha | - | 0.15 |
| Correlation | - | 50.13% |
| Treynor Ratio | - | 123.75% |
| Year | SPY | JAKUX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.87 | 17.25 | 0.69 | - |
| 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 |
| 2025-07-24 | 2025-09-05 | -2.45 | 44 |
| 2025-10-07 | 2025-11-25 | -1.99 | 50 |
| 2026-05-15 | 2026-06-03 | -1.76 | 20 |
| 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 |
| 2025-09-23 | 2025-09-26 | -0.64 | 4 |
| 2026-08-24 | 2026-09-02 | -0.63 | 10 |