| Metric | SPY | PAFIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 91.0% |
| Cumulative Return | 15.51% | 9.18% |
| CAGR﹪ | 25.14% | 14.63% |
| Sharpe | 1.5 | 1.91 |
| Prob. Sharpe Ratio | 88.55% | 93.66% |
| Smart Sharpe | 1.47 | 1.9 |
| Sortino | 2.31 | 2.98 |
| Smart Sortino | 2.26 | 2.96 |
| Sortino/√2 | 1.63 | 2.11 |
| Smart Sortino/√2 | 1.6 | 2.1 |
| Omega | 1.34 | 1.5 |
| Max Drawdown | -5.53% | -3.45% |
| Max DD Date | 2026-03-30 | 2026-07-02 |
| Max DD Period Start | 2026-03-18 | 2026-06-04 |
| Max DD Period End | 2026-04-07 | 2026-08-28 |
| Longest DD Days | 59 | 86 |
| Volatility (ann.) | 13.28% | 5.45% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 4.55 | 4.25 |
| Skew | 0.06 | -0.07 |
| Kurtosis | 0.96 | -0.08 |
| Ulcer Performance Index | 9.09 | 7.71 |
| Risk-Adjusted Return | 25.14% | 16.08% |
| Risk-Return Ratio | 0.11 | 0.16 |
| Avg. Return | 0.11% | 0.06% |
| Avg. Win | 0.69% | 0.34% |
| Avg. Loss | -0.74% | -0.28% |
| Win/Loss Ratio | 0.93 | 1.24 |
| Profit Ratio | 1.1 | 0.67 |
| Expected Daily | 0.09% | 0.05% |
| Expected Monthly | 1.62% | 0.98% |
| Expected Yearly | 15.51% | 9.18% |
| Kelly Criterion | 1.46% | 20.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.51% |
| Expected Shortfall (cVaR) | -1.69% | -0.66% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.34 | 0.5 |
| Gain/Pain (1M) | 3.33 | 2.51 |
| Payoff Ratio | 0.93 | 1.24 |
| Profit Factor | 1.34 | 1.5 |
| Common Sense Ratio | 1.49 | 1.72 |
| CPC Index | 0.65 | 1.03 |
| Tail Ratio | 1.11 | 1.15 |
| Outlier Win Ratio | 2.98 | 2.75 |
| Outlier Loss Ratio | 3.06 | 2.72 |
| MTD | 1.47% | -1.1% |
| 3M | 1.46% | 4.67% |
| 6M | 6.94% | 6.1% |
| YTD | 15.51% | 9.18% |
| 1Y | 15.51% | 9.18% |
| 3Y (ann.) | 25.14% | 14.63% |
| 5Y (ann.) | 25.14% | 14.63% |
| 10Y (ann.) | 25.14% | 14.63% |
| All-time (ann.) | 25.14% | 14.63% |
| Best Day | 2.91% | 0.92% |
| Worst Day | -2.58% | -0.93% |
| Best Month | 10.51% | 3.71% |
| Worst Month | -2.53% | -2.05% |
| Best Year | 15.51% | 9.18% |
| Worst Year | 15.51% | 9.18% |
| Avg. Drawdown | -1.46% | -0.74% |
| Avg. Drawdown Days | 12 | 11 |
| Recovery Factor | 2.71 | 2.58 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.87 | 0.94 |
| Avg. Up Month | 4.62% | 2.11% |
| Avg. Down Month | -1.78% | -1.21% |
| Win Days | 52.47% | 55.78% |
| Win Month | 55.56% | 66.67% |
| Win Quarter | 75.0% | 50.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.05 |
| Alpha | - | 0.13 |
| Correlation | - | 12.47% |
| Treynor Ratio | - | 179.49% |
| Year | SPY | PAFIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 15.51 | 9.18 | 0.59 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-08-28 | -3.45 | 86 |
| 2026-10-29 | 2026-11-04 | -1.77 | 7 |
| 2026-03-19 | 2026-04-14 | -1.30 | 27 |
| 2026-10-12 | 2026-10-27 | -1.18 | 16 |
| 2026-09-28 | 2026-10-05 | -0.68 | 8 |
| 2026-05-22 | 2026-05-29 | -0.62 | 8 |
| 2026-05-15 | 2026-05-15 | -0.53 | 1 |
| 2026-04-17 | 2026-04-20 | -0.37 | 4 |
| 2026-05-19 | 2026-05-20 | -0.36 | 2 |
| 2026-04-23 | 2026-04-24 | -0.27 | 2 |