| Metric | SPY | PASIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 87.0% |
| Cumulative Return | 15.91% | 1.71% |
| CAGR﹪ | 16.33% | 1.75% |
| Sharpe | 0.96 | -0.35 |
| Prob. Sharpe Ratio | 82.91% | 36.56% |
| Smart Sharpe | 0.94 | -0.34 |
| Sortino | 1.43 | -0.48 |
| Smart Sortino | 1.39 | -0.47 |
| Sortino/√2 | 1.01 | -0.34 |
| Smart Sortino/√2 | 0.98 | -0.33 |
| Omega | 1.23 | 1.06 |
| 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 | 142 |
| Volatility (ann.) | 12.77% | 5.1% |
| R^2 | 0.53 | 0.53 |
| Information Ratio | -0.09 | -0.09 |
| Calmar | 1.84 | 0.52 |
| Skew | 0.02 | -0.22 |
| Kurtosis | 0.75 | 1.65 |
| Ulcer Performance Index | 7.36 | 1.2 |
| Risk-Adjusted Return | 16.33% | 2.01% |
| Risk-Return Ratio | 0.08 | 0.02 |
| Avg. Return | 0.07% | 0.01% |
| Avg. Win | 0.77% | 0.29% |
| Avg. Loss | -0.68% | -0.3% |
| Win/Loss Ratio | 1.14 | 0.95 |
| Profit Ratio | 1.04 | 0.53 |
| Expected Daily | 0.06% | 0.01% |
| Expected Monthly | 1.14% | 0.13% |
| Expected Yearly | 7.66% | 0.85% |
| Kelly Criterion | 9.84% | 1.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -0.52% |
| Expected Shortfall (cVaR) | -1.63% | -0.75% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.23 | 0.06 |
| Gain/Pain (1M) | 2.0 | 0.33 |
| Payoff Ratio | 1.14 | 0.95 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.26 | 1.16 |
| CPC Index | 0.73 | 0.53 |
| Tail Ratio | 1.03 | 1.09 |
| Outlier Win Ratio | 2.83 | 4.14 |
| Outlier Loss Ratio | 2.99 | 3.06 |
| MTD | 1.47% | 0.29% |
| 3M | 1.46% | -1.44% |
| 6M | 6.94% | -1.34% |
| YTD | 14.84% | 1.08% |
| 1Y | 15.91% | 1.71% |
| 3Y (ann.) | 16.33% | 1.75% |
| 5Y (ann.) | 16.33% | 1.75% |
| 10Y (ann.) | 16.33% | 1.75% |
| All-time (ann.) | 16.33% | 1.75% |
| 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 | 14.84% | 1.08% |
| Worst Year | 0.94% | 0.62% |
| Avg. Drawdown | -1.73% | -0.96% |
| Avg. Drawdown Days | 14 | 21 |
| Recovery Factor | 1.75 | 0.54 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.01 | 0.14 |
| Avg. Up Month | 4.18% | 1.1% |
| Avg. Down Month | -2.06% | -1.25% |
| Win Days | 52.03% | 52.11% |
| Win Month | 61.54% | 53.85% |
| Win Quarter | 80.0% | 40.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.29 |
| Alpha | - | -0.03 |
| Correlation | - | 72.74% |
| Treynor Ratio | - | 5.89% |
| Year | SPY | PASIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 0.62 | 0.66 | - |
| 2026 | 14.84 | 1.08 | 0.07 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-27 | 2026-05-05 | -3.36 | 68 |
| 2026-06-16 | 2026-11-04 | -3.03 | 142 |
| 2026-06-03 | 2026-06-12 | -1.61 | 10 |
| 2025-11-12 | 2025-11-25 | -1.33 | 14 |
| 2026-05-15 | 2026-05-22 | -1.14 | 8 |
| 2025-12-01 | 2025-12-22 | -1.09 | 22 |
| 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 |