| Metric | SPY | PASIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 88.0% |
| Cumulative Return | 20.9% | 4.02% |
| CAGR﹪ | 21.66% | 4.15% |
| Sharpe | 1.31 | 0.05 |
| Prob. Sharpe Ratio | 90.12% | 52.0% |
| Smart Sharpe | 1.3 | 0.05 |
| Sortino | 1.97 | 0.07 |
| Smart Sortino | 1.95 | 0.07 |
| Sortino/√2 | 1.39 | 0.05 |
| Smart Sortino/√2 | 1.38 | 0.05 |
| Omega | 1.31 | 1.15 |
| Max Drawdown | -8.88% | -3.36% |
| Max DD Date | 2026-03-30 | 2026-03-30 |
| Max DD Period Start | 2026-01-28 | 2026-02-27 |
| Max DD Period End | 2026-04-13 | 2026-05-05 |
| Longest DD Days | 76 | 99 |
| Volatility (ann.) | 12.56% | 5.04% |
| R^2 | 0.52 | 0.52 |
| Information Ratio | -0.11 | -0.11 |
| Calmar | 2.44 | 1.24 |
| Skew | 0.01 | -0.27 |
| Kurtosis | 0.86 | 1.88 |
| Ulcer Performance Index | 9.72 | 3.67 |
| Risk-Adjusted Return | 21.66% | 4.72% |
| Risk-Return Ratio | 0.1 | 0.05 |
| Avg. Return | 0.09% | 0.02% |
| Avg. Win | 0.75% | 0.28% |
| Avg. Loss | -0.68% | -0.29% |
| Win/Loss Ratio | 1.12 | 0.96 |
| Profit Ratio | 0.97 | 0.54 |
| Expected Daily | 0.08% | 0.02% |
| Expected Monthly | 1.47% | 0.3% |
| Expected Yearly | 9.96% | 1.99% |
| Kelly Criterion | 12.22% | 5.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -0.51% |
| Expected Shortfall (cVaR) | -1.55% | -0.75% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.31 | 0.15 |
| Gain/Pain (1M) | 2.98 | 0.9 |
| Payoff Ratio | 1.12 | 0.96 |
| Profit Factor | 1.31 | 1.15 |
| Common Sense Ratio | 1.37 | 1.31 |
| CPC Index | 0.78 | 0.59 |
| Tail Ratio | 1.05 | 1.14 |
| Outlier Win Ratio | 2.9 | 4.11 |
| Outlier Loss Ratio | 2.94 | 3.17 |
| MTD | 1.08% | 0.48% |
| 3M | 3.82% | -1.23% |
| 6M | 19.85% | 3.07% |
| YTD | 15.82% | 2.36% |
| 1Y | 20.9% | 4.02% |
| 3Y (ann.) | 21.66% | 4.15% |
| 5Y (ann.) | 21.66% | 4.15% |
| 10Y (ann.) | 21.66% | 4.15% |
| All-time (ann.) | 21.66% | 4.15% |
| Best Day | 2.91% | 0.99% |
| Worst Day | -2.58% | -1.37% |
| Best Month | 10.51% | 2.47% |
| Worst Month | -4.94% | -2.69% |
| Best Year | 15.82% | 2.36% |
| Worst Year | 4.39% | 1.62% |
| Avg. Drawdown | -1.49% | -0.77% |
| Avg. Drawdown Days | 12 | 15 |
| Recovery Factor | 2.22 | 1.21 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.28 | 0.45 |
| Avg. Up Month | 3.42% | 0.96% |
| Avg. Down Month | -4.94% | -2.69% |
| Win Days | 53.69% | 53.52% |
| Win Month | 76.92% | 69.23% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.29 |
| Alpha | - | -0.02 |
| Correlation | - | 72.38% |
| Treynor Ratio | - | 13.84% |
| Year | SPY | PASIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 4.39 | 1.62 | 0.37 | - |
| 2026 | 15.82 | 2.36 | 0.15 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-27 | 2026-05-05 | -3.36 | 68 |
| 2026-06-16 | 2026-09-22 | -2.65 | 99 |
| 2026-06-03 | 2026-06-12 | -1.61 | 10 |
| 2025-10-28 | 2025-11-25 | -1.42 | 29 |
| 2026-05-15 | 2026-05-22 | -1.14 | 8 |
| 2025-12-12 | 2025-12-22 | -1.09 | 11 |
| 2026-01-29 | 2026-02-05 | -0.78 | 8 |
| 2026-01-07 | 2026-01-21 | -0.49 | 15 |
| 2026-02-12 | 2026-02-23 | -0.38 | 12 |
| 2026-05-29 | 2026-06-01 | -0.38 | 4 |