| Metric | SPY | RINF |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 14.39% | 2.66% |
| CAGR﹪ | 14.51% | 2.69% |
| Sharpe | 0.83 | -0.21 |
| Prob. Sharpe Ratio | 79.61% | 41.63% |
| Smart Sharpe | 0.82 | -0.2 |
| Sortino | 1.22 | -0.29 |
| Smart Sortino | 1.2 | -0.27 |
| Sortino/√2 | 0.86 | -0.21 |
| Smart Sortino/√2 | 0.85 | -0.19 |
| Omega | 1.2 | 1.11 |
| Max Drawdown | -8.88% | -2.29% |
| Max DD Date | 2026-03-30 | 2026-06-24 |
| Max DD Period Start | 2026-01-28 | 2026-05-20 |
| Max DD Period End | 2026-04-13 | 2026-07-30 |
| Longest DD Days | 76 | 89 |
| Volatility (ann.) | 12.86% | 4.33% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | 1.63 | 1.17 |
| Skew | -0.02 | -0.13 |
| Kurtosis | 0.78 | 0.35 |
| Ulcer Performance Index | 6.68 | 3.11 |
| Risk-Adjusted Return | 14.51% | 2.71% |
| Risk-Return Ratio | 0.07 | 0.04 |
| Avg. Return | 0.04% | 0.01% |
| Avg. Win | 0.63% | 0.2% |
| Avg. Loss | -0.64% | -0.24% |
| Win/Loss Ratio | 0.98 | 0.84 |
| Profit Ratio | 1.02 | 0.86 |
| Expected Daily | 0.05% | 0.01% |
| Expected Monthly | 1.04% | 0.2% |
| Expected Yearly | 6.95% | 1.32% |
| Kelly Criterion | 3.03% | -4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.44% |
| Expected Shortfall (cVaR) | -1.66% | -0.56% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 7 |
| Gain/Pain Ratio | 0.2 | 0.11 |
| Gain/Pain (1M) | 1.83 | 0.54 |
| Payoff Ratio | 0.98 | 0.84 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 1.19 | 1.02 |
| CPC Index | 0.61 | 0.49 |
| Tail Ratio | 0.99 | 0.92 |
| Outlier Win Ratio | 2.84 | 2.91 |
| Outlier Loss Ratio | 3.01 | 2.93 |
| MTD | 1.47% | -0.49% |
| 3M | 1.46% | -0.74% |
| 6M | 6.94% | 0.57% |
| YTD | 13.33% | 2.32% |
| 1Y | 14.39% | 2.66% |
| 3Y (ann.) | 14.51% | 2.69% |
| 5Y (ann.) | 14.51% | 2.69% |
| 10Y (ann.) | 14.51% | 2.69% |
| All-time (ann.) | 14.51% | 2.69% |
| Best Day | 2.91% | 0.96% |
| Worst Day | -2.58% | -0.73% |
| Best Month | 10.51% | 2.05% |
| Worst Month | -4.94% | -1.57% |
| Best Year | 13.33% | 2.32% |
| Worst Year | 0.94% | 0.33% |
| Avg. Drawdown | -1.74% | -0.78% |
| Avg. Drawdown Days | 14 | 21 |
| Recovery Factor | 1.61 | 1.19 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.94 | 0.49 |
| Avg. Up Month | 3.47% | 1.27% |
| Avg. Down Month | -0.93% | -1.24% |
| Win Days | 52.0% | 52.44% |
| Win Month | 61.54% | 53.85% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.0 |
| Alpha | - | 0.03 |
| Correlation | - | -0.72% |
| Treynor Ratio | - | -1103.96% |
| Year | SPY | RINF | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 0.33 | 0.36 | - |
| 2026 | 13.33 | 2.32 | 0.17 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-20 | 2026-07-30 | -2.29 | 72 |
| 2026-01-29 | 2026-04-27 | -2.14 | 89 |
| 2026-09-11 | 2026-11-04 | -1.80 | 55 |
| 2025-11-17 | 2025-12-11 | -1.10 | 25 |
| 2026-08-21 | 2026-09-01 | -0.83 | 12 |
| 2026-05-05 | 2026-05-12 | -0.67 | 8 |
| 2025-12-15 | 2025-12-31 | -0.58 | 17 |
| 2026-08-03 | 2026-08-19 | -0.47 | 17 |
| 2025-11-06 | 2025-11-07 | -0.40 | 2 |
| 2026-01-22 | 2026-01-27 | -0.39 | 6 |