| Metric | SPY | LEQAX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 18.6% | 5.53% |
| CAGR﹪ | 40.67% | 11.38% |
| Sharpe | 2.32 | 0.81 |
| Prob. Sharpe Ratio | 95.04% | 71.7% |
| Smart Sharpe | 2.3 | 0.69 |
| Sortino | 3.78 | 1.24 |
| Smart Sortino | 3.75 | 1.06 |
| Sortino/√2 | 2.67 | 0.88 |
| Smart Sortino/√2 | 2.65 | 0.75 |
| Omega | 1.54 | 1.21 |
| Max Drawdown | -4.49% | -3.94% |
| Max DD Date | 2026-06-10 | 2026-09-18 |
| Max DD Period Start | 2026-06-03 | 2026-07-06 |
| Max DD Period End | 2026-07-31 | 2026-09-22 |
| Longest DD Days | 59 | 79 |
| Volatility (ann.) | 13.55% | 9.42% |
| R^2 | 0.43 | 0.43 |
| Information Ratio | -0.15 | -0.15 |
| Calmar | 9.05 | 2.89 |
| Skew | 0.1 | 0.29 |
| Kurtosis | 1.12 | 0.12 |
| Ulcer Performance Index | 11.86 | 3.69 |
| Risk-Adjusted Return | 40.67% | 11.97% |
| Risk-Return Ratio | 0.16 | 0.07 |
| Avg. Return | 0.13% | 0.05% |
| Avg. Win | 0.81% | 0.52% |
| Avg. Loss | -0.74% | -0.58% |
| Win/Loss Ratio | 1.1 | 0.9 |
| Profit Ratio | 1.12 | 0.6 |
| Expected Daily | 0.14% | 0.04% |
| Expected Monthly | 2.47% | 0.77% |
| Expected Yearly | 18.6% | 5.53% |
| Kelly Criterion | 12.18% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -0.93% |
| Expected Shortfall (cVaR) | -1.77% | -1.09% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 3 |
| Gain/Pain Ratio | 0.54 | 0.21 |
| Gain/Pain (1M) | 10.92 | 1.58 |
| Payoff Ratio | 1.1 | 0.9 |
| Profit Factor | 1.54 | 1.21 |
| Common Sense Ratio | 2.01 | 1.52 |
| CPC Index | 0.92 | 0.61 |
| Tail Ratio | 1.3 | 1.26 |
| Outlier Win Ratio | 3.21 | 3.6 |
| Outlier Loss Ratio | 3.16 | 2.0 |
| MTD | 1.08% | -1.66% |
| 3M | 3.82% | -2.68% |
| 6M | 18.6% | 5.53% |
| YTD | 18.6% | 5.53% |
| 1Y | 18.6% | 5.53% |
| 3Y (ann.) | 40.67% | 11.38% |
| 5Y (ann.) | 40.67% | 11.38% |
| 10Y (ann.) | 40.67% | 11.38% |
| All-time (ann.) | 40.67% | 11.38% |
| Best Day | 2.91% | 1.61% |
| Worst Day | -2.58% | -1.49% |
| Best Month | 10.51% | 3.71% |
| Worst Month | -1.03% | -1.89% |
| Best Year | 18.6% | 5.53% |
| Worst Year | 18.6% | 5.53% |
| Avg. Drawdown | -1.13% | -1.19% |
| Avg. Drawdown Days | 9 | 13 |
| Recovery Factor | 3.9 | 1.42 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 2.75 | 0.67 |
| Avg. Up Month | 6.15% | 2.38% |
| Avg. Down Month | - | - |
| Win Days | 53.97% | 56.3% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.46 |
| Alpha | - | -0.05 |
| Correlation | - | 65.58% |
| Treynor Ratio | - | 12.13% |
| Year | SPY | LEQAX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 5.53 | 0.30 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-07-06 | 2026-09-22 | -3.94 | 79 |
| 2026-05-11 | 2026-05-22 | -1.97 | 12 |
| 2026-05-29 | 2026-06-12 | -1.91 | 15 |
| 2026-04-21 | 2026-05-07 | -1.44 | 17 |
| 2026-06-16 | 2026-06-25 | -1.21 | 10 |
| 2026-03-26 | 2026-03-30 | -1.12 | 5 |
| 2026-04-07 | 2026-04-07 | -0.65 | 1 |
| 2026-03-24 | 2026-03-24 | -0.38 | 1 |
| 2026-04-10 | 2026-04-10 | -0.18 | 1 |
| 2026-06-29 | 2026-06-30 | -0.17 | 2 |