| Metric | SPY | RINF |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 17.87% | 3.48% |
| CAGR﹪ | 18.02% | 3.5% |
| Sharpe | 1.04 | -0.1 |
| Prob. Sharpe Ratio | 84.73% | 45.92% |
| Smart Sharpe | 1.01 | -0.1 |
| Sortino | 1.51 | -0.14 |
| Smart Sortino | 1.47 | -0.13 |
| Sortino/√2 | 1.07 | -0.1 |
| Smart Sortino/√2 | 1.04 | -0.09 |
| Omega | 1.25 | 1.14 |
| 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.) | 12.99% | 4.2% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 2.03 | 1.53 |
| Skew | -0.15 | -0.06 |
| Kurtosis | 1.05 | 0.39 |
| Ulcer Performance Index | 8.3 | 4.13 |
| Risk-Adjusted Return | 18.02% | 3.54% |
| Risk-Return Ratio | 0.08 | 0.05 |
| Avg. Return | 0.06% | 0.01% |
| Avg. Win | 0.6% | 0.18% |
| Avg. Loss | -0.68% | -0.23% |
| Win/Loss Ratio | 0.88 | 0.8 |
| Profit Ratio | 0.94 | 0.86 |
| Expected Daily | 0.07% | 0.01% |
| Expected Monthly | 1.27% | 0.26% |
| Expected Yearly | 8.57% | 1.72% |
| Kelly Criterion | 0.72% | -5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.42% |
| Expected Shortfall (cVaR) | -1.72% | -0.53% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 7 |
| Gain/Pain Ratio | 0.25 | 0.14 |
| Gain/Pain (1M) | 2.6 | 1.01 |
| Payoff Ratio | 0.88 | 0.8 |
| Profit Factor | 1.25 | 1.14 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.59 | 0.48 |
| Tail Ratio | 0.99 | 0.95 |
| Outlier Win Ratio | 2.88 | 2.96 |
| Outlier Loss Ratio | 3.19 | 2.95 |
| MTD | 1.08% | -0.05% |
| 3M | 3.82% | 1.36% |
| 6M | 19.85% | 3.31% |
| YTD | 14.3% | 2.94% |
| 1Y | 17.87% | 3.48% |
| 3Y (ann.) | 18.02% | 3.5% |
| 5Y (ann.) | 18.02% | 3.5% |
| 10Y (ann.) | 18.02% | 3.5% |
| All-time (ann.) | 18.02% | 3.5% |
| Best Day | 2.91% | 0.96% |
| Worst Day | -2.7% | -0.65% |
| Best Month | 10.51% | 2.05% |
| Worst Month | -4.94% | -1.57% |
| Best Year | 14.3% | 2.94% |
| Worst Year | 3.13% | 0.52% |
| Avg. Drawdown | -1.71% | -0.84% |
| Avg. Drawdown Days | 13 | 23 |
| Recovery Factor | 1.94 | 1.53 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.16 | 0.63 |
| Avg. Up Month | 3.29% | 1.07% |
| Avg. Down Month | -0.95% | -1.34% |
| Win Days | 53.6% | 53.04% |
| Win Month | 76.92% | 53.85% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.01 |
| Alpha | - | 0.03 |
| Correlation | - | 1.58% |
| Treynor Ratio | - | 679.4% |
| Year | SPY | RINF | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 0.52 | 0.17 | - |
| 2026 | 14.30 | 2.94 | 0.21 | - |
| 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 | 2026-09-22 | -1.49 | 12 |
| 2025-10-09 | 2025-12-11 | -1.44 | 64 |
| 2026-08-21 | 2026-09-01 | -0.83 | 12 |
| 2026-05-05 | 2026-05-12 | -0.67 | 8 |
| 2025-09-25 | 2025-10-07 | -0.67 | 13 |
| 2025-12-15 | 2025-12-31 | -0.58 | 17 |
| 2026-08-03 | 2026-08-19 | -0.47 | 17 |
| 2026-01-22 | 2026-01-27 | -0.39 | 6 |