| Metric | SPY | PAFIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 91.0% |
| Cumulative Return | 16.5% | 10.02% |
| CAGR﹪ | 34.15% | 20.16% |
| Sharpe | 1.95 | 2.72 |
| Prob. Sharpe Ratio | 92.09% | 97.38% |
| Smart Sharpe | 1.95 | 2.69 |
| Sortino | 3.1 | 4.38 |
| Smart Sortino | 3.09 | 4.33 |
| Sortino/√2 | 2.19 | 3.1 |
| Smart Sortino/√2 | 2.19 | 3.06 |
| Omega | 1.44 | 1.72 |
| 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.) | 13.7% | 5.5% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | 6.18 | 5.85 |
| Skew | 0.08 | -0.12 |
| Kurtosis | 0.96 | 0.03 |
| Ulcer Performance Index | 9.48 | 7.84 |
| Risk-Adjusted Return | 34.15% | 22.16% |
| Risk-Return Ratio | 0.14 | 0.21 |
| Avg. Return | 0.14% | 0.08% |
| Avg. Win | 0.71% | 0.35% |
| Avg. Loss | -0.79% | -0.28% |
| Win/Loss Ratio | 0.9 | 1.25 |
| Profit Ratio | 1.1 | 0.57 |
| Expected Daily | 0.12% | 0.07% |
| Expected Monthly | 2.21% | 1.37% |
| Expected Yearly | 16.5% | 10.02% |
| Kelly Criterion | 1.95% | 26.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -0.5% |
| Expected Shortfall (cVaR) | -1.68% | -0.67% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.44 | 0.72 |
| Gain/Pain (1M) | 4.68 | 3.97 |
| Payoff Ratio | 0.9 | 1.25 |
| Profit Factor | 1.44 | 1.72 |
| Common Sense Ratio | 1.63 | 2.2 |
| CPC Index | 0.7 | 1.27 |
| Tail Ratio | 1.13 | 1.28 |
| Outlier Win Ratio | 3.17 | 2.79 |
| Outlier Loss Ratio | 3.03 | 2.77 |
| MTD | 1.08% | 3.71% |
| 3M | 3.82% | 6.05% |
| 6M | 19.85% | 9.61% |
| YTD | 16.5% | 10.02% |
| 1Y | 16.5% | 10.02% |
| 3Y (ann.) | 34.15% | 20.16% |
| 5Y (ann.) | 34.15% | 20.16% |
| 10Y (ann.) | 34.15% | 20.16% |
| All-time (ann.) | 34.15% | 20.16% |
| 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 | 16.5% | 10.02% |
| Worst Year | 16.5% | 10.02% |
| Avg. Drawdown | -1.31% | -0.67% |
| Avg. Drawdown Days | 10 | 12 |
| Recovery Factor | 2.85 | 2.8 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.78 | 0.94 |
| Avg. Up Month | 3.91% | 2.43% |
| Avg. Down Month | -1.78% | -1.21% |
| Win Days | 53.44% | 59.32% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.06 |
| Alpha | - | 0.17 |
| Correlation | - | 13.97% |
| Treynor Ratio | - | 178.59% |
| Year | SPY | PAFIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 16.50 | 10.02 | 0.61 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-08-28 | -3.45 | 86 |
| 2026-03-19 | 2026-04-14 | -1.30 | 27 |
| 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 |
| 2026-05-05 | 2026-05-06 | -0.18 | 2 |
| 2026-05-01 | 2026-05-01 | -0.09 | 1 |
| 2026-06-02 | 2026-06-02 | -0.09 | 1 |