| Metric | VT | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 10.84% | 4.94% |
| CAGR﹪ | 23.47% | 10.38% |
| Sharpe | 1.37 | 1.1 |
| Prob. Sharpe Ratio | 82.96% | 78.15% |
| Smart Sharpe | 1.17 | 0.95 |
| Sortino | 2.08 | 1.72 |
| Smart Sortino | 1.79 | 1.48 |
| Sortino/√2 | 1.47 | 1.22 |
| Smart Sortino/√2 | 1.26 | 1.05 |
| Omega | 1.25 | 1.2 |
| Max Drawdown | -9.67% | -4.94% |
| Max DD Date | 2026-03-30 | 2026-04-21 |
| Max DD Period Start | 2026-02-26 | 2026-02-27 |
| Max DD Period End | 2026-04-14 | 2026-05-29 |
| Longest DD Days | 62 | 92 |
| Volatility (ann.) | 16.42% | 9.34% |
| R^2 | 0.27 | 0.27 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | 2.43 | 2.1 |
| Skew | 0.05 | 0.33 |
| Kurtosis | 0.82 | 0.79 |
| Ulcer Performance Index | 3.49 | 2.28 |
| Risk-Adjusted Return | 23.47% | 10.93% |
| Risk-Return Ratio | 0.09 | 0.07 |
| Avg. Return | 0.08% | 0.04% |
| Avg. Win | 1.07% | 0.59% |
| Avg. Loss | -0.92% | -0.52% |
| Win/Loss Ratio | 1.17 | 1.13 |
| Profit Ratio | 1.07 | 0.84 |
| Expected Daily | 0.08% | 0.04% |
| Expected Monthly | 1.48% | 0.69% |
| Expected Yearly | 10.84% | 4.94% |
| Kelly Criterion | 11.08% | 9.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -0.93% |
| Expected Shortfall (cVaR) | -2.15% | -1.1% |
| Max Consecutive Wins | 10 | 4 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.25 | 0.2 |
| Gain/Pain (1M) | 1.55 | 0.93 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.25 | 1.2 |
| Common Sense Ratio | 1.3 | 1.37 |
| CPC Index | 0.76 | 0.71 |
| Tail Ratio | 1.04 | 1.14 |
| Outlier Win Ratio | 3.48 | 2.98 |
| Outlier Loss Ratio | 2.85 | 2.79 |
| MTD | 3.18% | 2.43% |
| 3M | 4.01% | 5.34% |
| 6M | 10.84% | 4.94% |
| YTD | 10.84% | 4.94% |
| 1Y | 10.84% | 4.94% |
| 3Y (ann.) | 23.47% | 10.38% |
| 5Y (ann.) | 23.47% | 10.38% |
| 10Y (ann.) | 23.47% | 10.38% |
| All-time (ann.) | 23.47% | 10.38% |
| Best Day | 3.18% | 2.11% |
| Worst Day | -3.07% | -1.28% |
| Best Month | 9.31% | 4.65% |
| Worst Month | -6.22% | -2.99% |
| Best Year | 10.84% | 4.94% |
| Worst Year | 10.84% | 4.94% |
| Avg. Drawdown | -1.68% | -1.88% |
| Avg. Drawdown Days | 11 | 27 |
| Recovery Factor | 1.13 | 1.02 |
| Ulcer Index | 0.03 | 0.02 |
| Serenity Index | 0.51 | 0.31 |
| Avg. Up Month | 4.59% | 1.46% |
| Avg. Down Month | -3.3% | -2.71% |
| Win Days | 52.03% | 51.72% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 66.67% | 33.33% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.3 |
| Alpha | - | 0.04 |
| Correlation | - | 52.21% |
| Treynor Ratio | - | 16.63% |
| Year | VT | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 10.84 | 4.94 | 0.46 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-27 | 2026-05-29 | -4.94 | 92 |
| 2026-06-02 | 2026-07-30 | -4.75 | 59 |
| 2026-02-13 | 2026-02-17 | -0.82 | 5 |
| 2026-02-20 | 2026-02-24 | -0.38 | 5 |
| 2026-08-05 | 2026-08-06 | -0.28 | 2 |
| 2026-08-11 | 2026-08-11 | -0.09 | 1 |