| Metric | SPY | LEQAX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 17.87% | 3.58% |
| CAGR﹪ | 18.02% | 3.61% |
| Sharpe | 1.04 | -0.0 |
| Prob. Sharpe Ratio | 84.73% | 49.95% |
| Smart Sharpe | 1.01 | -0.0 |
| Sortino | 1.51 | -0.0 |
| Smart Sortino | 1.47 | -0.0 |
| Sortino/√2 | 1.07 | -0.0 |
| Smart Sortino/√2 | 1.04 | -0.0 |
| Omega | 1.25 | 1.07 |
| Max Drawdown | -8.88% | -4.52% |
| Max DD Date | 2026-03-30 | 2026-03-27 |
| Max DD Period Start | 2026-01-28 | 2026-01-13 |
| Max DD Period End | 2026-04-13 | 2026-04-16 |
| Longest DD Days | 76 | 94 |
| Volatility (ann.) | 12.99% | 9.05% |
| R^2 | 0.4 | 0.4 |
| Information Ratio | -0.08 | -0.08 |
| Calmar | 2.03 | 0.8 |
| Skew | -0.15 | 0.19 |
| Kurtosis | 1.05 | 0.14 |
| Ulcer Performance Index | 8.3 | 2.16 |
| Risk-Adjusted Return | 18.02% | 3.84% |
| Risk-Return Ratio | 0.08 | 0.03 |
| Avg. Return | 0.07% | 0.02% |
| Avg. Win | 0.73% | 0.49% |
| Avg. Loss | -0.76% | -0.58% |
| Win/Loss Ratio | 0.96 | 0.86 |
| Profit Ratio | 0.94 | 0.62 |
| Expected Daily | 0.07% | 0.01% |
| Expected Monthly | 1.27% | 0.27% |
| Expected Yearly | 8.57% | 1.78% |
| Kelly Criterion | 5.23% | -0.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.92% |
| Expected Shortfall (cVaR) | -1.72% | -1.14% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.25 | 0.07 |
| Gain/Pain (1M) | 2.6 | 0.43 |
| Payoff Ratio | 0.96 | 0.86 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.24 | 1.3 |
| CPC Index | 0.64 | 0.49 |
| Tail Ratio | 0.99 | 1.21 |
| Outlier Win Ratio | 2.88 | 3.58 |
| Outlier Loss Ratio | 3.19 | 2.59 |
| MTD | 1.08% | -1.66% |
| 3M | 3.82% | -2.68% |
| 6M | 19.85% | 5.83% |
| YTD | 14.3% | 4.65% |
| 1Y | 17.87% | 3.58% |
| 3Y (ann.) | 18.02% | 3.61% |
| 5Y (ann.) | 18.02% | 3.61% |
| 10Y (ann.) | 18.02% | 3.61% |
| All-time (ann.) | 18.02% | 3.61% |
| Best Day | 2.91% | 1.61% |
| Worst Day | -2.7% | -1.49% |
| Best Month | 10.51% | 3.71% |
| Worst Month | -4.94% | -2.46% |
| Best Year | 14.3% | 4.65% |
| Worst Year | 3.13% | -1.02% |
| Avg. Drawdown | -1.71% | -1.81% |
| Avg. Drawdown Days | 13 | 30 |
| Recovery Factor | 1.94 | 0.87 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 1.16 | 0.37 |
| Avg. Up Month | 4.66% | 2.27% |
| Avg. Down Month | -4.94% | -2.46% |
| Win Days | 53.6% | 53.65% |
| Win Month | 76.92% | 46.15% |
| Win Quarter | 80.0% | 20.0% |
| Win Year | 100.0% | 50.0% |
| Beta | - | 0.44 |
| Alpha | - | -0.04 |
| Correlation | - | 63.0% |
| Treynor Ratio | - | 8.16% |
| Year | SPY | LEQAX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | -1.02 | -0.33 | - |
| 2026 | 14.30 | 4.65 | 0.33 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-13 | 2026-04-16 | -4.52 | 94 |
| 2026-07-06 | 2026-09-22 | -3.94 | 79 |
| 2025-09-25 | 2025-11-26 | -2.90 | 63 |
| 2026-05-11 | 2026-05-22 | -1.97 | 12 |
| 2026-05-29 | 2026-06-12 | -1.91 | 15 |
| 2025-12-04 | 2026-01-05 | -1.60 | 33 |
| 2026-04-21 | 2026-05-07 | -1.44 | 17 |
| 2026-06-16 | 2026-06-25 | -1.21 | 10 |
| 2026-06-29 | 2026-06-30 | -0.17 | 2 |
| 2025-12-02 | 2025-12-02 | -0.15 | 1 |