| Metric | SPY | LEQAX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 88.0% |
| Cumulative Return | 14.39% | 3.31% |
| CAGR﹪ | 14.51% | 3.33% |
| Sharpe | 0.83 | 0.0 |
| Prob. Sharpe Ratio | 79.61% | 50.0% |
| Smart Sharpe | 0.82 | 0.0 |
| Sortino | 1.22 | 0.0 |
| Smart Sortino | 1.2 | 0.0 |
| Sortino/√2 | 0.86 | 0.0 |
| Smart Sortino/√2 | 0.85 | 0.0 |
| Omega | 1.2 | 1.07 |
| Max Drawdown | -8.88% | -5.91% |
| Max DD Date | 2026-03-30 | 2026-10-01 |
| Max DD Period Start | 2026-01-28 | 2026-07-06 |
| Max DD Period End | 2026-04-13 | 2026-11-04 |
| Longest DD Days | 76 | 122 |
| Volatility (ann.) | 12.86% | 8.79% |
| R^2 | 0.4 | 0.4 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | 1.63 | 0.56 |
| Skew | -0.02 | 0.24 |
| Kurtosis | 0.78 | 0.39 |
| Ulcer Performance Index | 6.68 | 1.32 |
| Risk-Adjusted Return | 14.51% | 3.79% |
| Risk-Return Ratio | 0.07 | 0.03 |
| Avg. Return | 0.07% | 0.02% |
| Avg. Win | 0.76% | 0.5% |
| Avg. Loss | -0.72% | -0.56% |
| Win/Loss Ratio | 1.06 | 0.9 |
| Profit Ratio | 1.02 | 0.54 |
| Expected Daily | 0.05% | 0.01% |
| Expected Monthly | 1.04% | 0.25% |
| Expected Yearly | 6.95% | 1.64% |
| Kelly Criterion | 6.82% | 0.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.9% |
| Expected Shortfall (cVaR) | -1.66% | -1.12% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 6 |
| Gain/Pain Ratio | 0.2 | 0.07 |
| Gain/Pain (1M) | 1.83 | 0.39 |
| Payoff Ratio | 1.06 | 0.9 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.19 | 1.34 |
| CPC Index | 0.66 | 0.51 |
| Tail Ratio | 0.99 | 1.25 |
| Outlier Win Ratio | 2.84 | 3.92 |
| Outlier Loss Ratio | 3.01 | 2.65 |
| MTD | 1.47% | 0.09% |
| 3M | 1.46% | -3.72% |
| 6M | 6.94% | -0.68% |
| YTD | 13.33% | 2.46% |
| 1Y | 14.39% | 3.31% |
| 3Y (ann.) | 14.51% | 3.33% |
| 5Y (ann.) | 14.51% | 3.33% |
| 10Y (ann.) | 14.51% | 3.33% |
| All-time (ann.) | 14.51% | 3.33% |
| Best Day | 2.91% | 1.61% |
| Worst Day | -2.58% | -1.49% |
| Best Month | 10.51% | 3.71% |
| Worst Month | -4.94% | -3.85% |
| Best Year | 13.33% | 2.46% |
| Worst Year | 0.94% | 0.83% |
| Avg. Drawdown | -1.74% | -1.91% |
| Avg. Drawdown Days | 14 | 25 |
| Recovery Factor | 1.61 | 0.61 |
| Ulcer Index | 0.02 | 0.03 |
| Serenity Index | 0.94 | 0.14 |
| Avg. Up Month | 4.15% | 1.82% |
| Avg. Down Month | -2.63% | -3.15% |
| Win Days | 52.0% | 52.73% |
| Win Month | 61.54% | 61.54% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.43 |
| Alpha | - | -0.03 |
| Correlation | - | 63.05% |
| Treynor Ratio | - | 7.68% |
| Year | SPY | LEQAX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 0.83 | 0.88 | - |
| 2026 | 13.33 | 2.46 | 0.18 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-07-06 | 2026-11-04 | -5.91 | 122 |
| 2026-02-23 | 2026-04-16 | -4.52 | 53 |
| 2026-01-13 | 2026-02-19 | -2.90 | 38 |
| 2025-11-12 | 2025-11-25 | -2.60 | 14 |
| 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 |
| 2025-11-06 | 2025-11-07 | -0.39 | 2 |