| Metric | SPY | PAFIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 90.0% |
| Cumulative Return | 18.6% | 10.64% |
| CAGR﹪ | 40.67% | 22.41% |
| Sharpe | 2.32 | 3.14 |
| Prob. Sharpe Ratio | 95.04% | 98.68% |
| Smart Sharpe | 2.3 | 3.08 |
| Sortino | 3.78 | 5.25 |
| Smart Sortino | 3.75 | 5.14 |
| Sortino/√2 | 2.67 | 3.71 |
| Smart Sortino/√2 | 2.65 | 3.63 |
| Omega | 1.54 | 1.84 |
| Max Drawdown | -4.49% | -3.45% |
| Max DD Date | 2026-06-10 | 2026-07-02 |
| Max DD Period Start | 2026-06-03 | 2026-06-04 |
| Max DD Period End | 2026-07-31 | 2026-08-28 |
| Longest DD Days | 59 | 86 |
| Volatility (ann.) | 13.55% | 5.34% |
| R^2 | 0.03 | 0.03 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | 9.05 | 6.51 |
| Skew | 0.1 | -0.02 |
| Kurtosis | 1.12 | -0.18 |
| Ulcer Performance Index | 11.86 | 8.36 |
| Risk-Adjusted Return | 40.67% | 24.9% |
| Risk-Return Ratio | 0.16 | 0.24 |
| Avg. Return | 0.16% | 0.09% |
| Avg. Win | 0.72% | 0.34% |
| Avg. Loss | -0.78% | -0.29% |
| Win/Loss Ratio | 0.92 | 1.18 |
| Profit Ratio | 1.12 | 0.57 |
| Expected Daily | 0.14% | 0.08% |
| Expected Monthly | 2.47% | 1.45% |
| Expected Yearly | 18.6% | 10.64% |
| Kelly Criterion | 4.17% | 26.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -0.47% |
| Expected Shortfall (cVaR) | -1.77% | -0.63% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.54 | 0.84 |
| Gain/Pain (1M) | 10.92 | 4.95 |
| Payoff Ratio | 0.92 | 1.18 |
| Profit Factor | 1.54 | 1.84 |
| Common Sense Ratio | 2.01 | 2.66 |
| CPC Index | 0.77 | 1.31 |
| Tail Ratio | 1.3 | 1.45 |
| Outlier Win Ratio | 3.21 | 2.83 |
| Outlier Loss Ratio | 3.16 | 2.55 |
| MTD | 1.08% | 3.71% |
| 3M | 3.82% | 6.05% |
| 6M | 18.6% | 10.64% |
| YTD | 18.6% | 10.64% |
| 1Y | 18.6% | 10.64% |
| 3Y (ann.) | 40.67% | 22.41% |
| 5Y (ann.) | 40.67% | 22.41% |
| 10Y (ann.) | 40.67% | 22.41% |
| All-time (ann.) | 40.67% | 22.41% |
| Best Day | 2.91% | 0.92% |
| Worst Day | -2.58% | -0.8% |
| Best Month | 10.51% | 3.71% |
| Worst Month | -1.03% | -2.05% |
| Best Year | 18.6% | 10.64% |
| Worst Year | 18.6% | 10.64% |
| Avg. Drawdown | -1.13% | -0.56% |
| Avg. Drawdown Days | 9 | 10 |
| Recovery Factor | 3.9 | 2.96 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 2.75 | 0.97 |
| Avg. Up Month | 3.91% | 2.43% |
| Avg. Down Month | -1.03% | -2.05% |
| Win Days | 53.97% | 60.18% |
| Win Month | 71.43% | 85.71% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.06 |
| Alpha | - | 0.18 |
| Correlation | - | 16.17% |
| Treynor Ratio | - | 167.09% |
| Year | SPY | PAFIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 18.60 | 10.64 | 0.57 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-08-28 | -3.45 | 86 |
| 2026-05-22 | 2026-05-29 | -0.62 | 8 |
| 2026-05-15 | 2026-05-15 | -0.53 | 1 |
| 2026-03-26 | 2026-04-01 | -0.37 | 7 |
| 2026-04-17 | 2026-04-20 | -0.37 | 4 |
| 2026-05-19 | 2026-05-20 | -0.36 | 2 |
| 2026-04-07 | 2026-04-10 | -0.28 | 4 |
| 2026-04-23 | 2026-04-24 | -0.27 | 2 |
| 2026-05-05 | 2026-05-06 | -0.18 | 2 |
| 2026-05-01 | 2026-05-01 | -0.09 | 1 |