| Metric | SPY | RNMN |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 17.1% | 1.54% |
| CAGR﹪ | 37.83% | 3.15% |
| Sharpe | 2.16 | 0.01 |
| Prob. Sharpe Ratio | 93.64% | 50.25% |
| Smart Sharpe | 2.13 | 0.0 |
| Sortino | 3.51 | 0.01 |
| Smart Sortino | 3.45 | 0.01 |
| Sortino/√2 | 2.48 | 0.01 |
| Smart Sortino/√2 | 2.44 | 0.0 |
| Omega | 1.5 | 1.12 |
| Max Drawdown | -4.93% | -3.85% |
| Max DD Date | 2026-07-29 | 2026-09-22 |
| Max DD Period Start | 2026-06-03 | 2026-06-11 |
| Max DD Period End | 2026-08-03 | 2026-09-22 |
| Longest DD Days | 62 | 104 |
| Volatility (ann.) | 13.61% | 10.8% |
| R^2 | 0.07 | 0.07 |
| Information Ratio | -0.09 | -0.09 |
| Calmar | 7.67 | 0.82 |
| Skew | 0.13 | 0.61 |
| Kurtosis | 1.11 | 25.99 |
| Ulcer Performance Index | 9.52 | 0.58 |
| Risk-Adjusted Return | 37.83% | 3.15% |
| Risk-Return Ratio | 0.15 | 0.02 |
| Avg. Return | 0.12% | 0.01% |
| Avg. Win | 0.75% | 0.14% |
| Avg. Loss | -0.48% | -0.16% |
| Win/Loss Ratio | 1.56 | 0.86 |
| Profit Ratio | 1.16 | 0.59 |
| Expected Daily | 0.13% | 0.01% |
| Expected Monthly | 2.28% | 0.22% |
| Expected Yearly | 17.1% | 1.54% |
| Kelly Criterion | 23.23% | 8.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -1.1% |
| Expected Shortfall (cVaR) | -1.77% | -3.39% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.5 | 0.12 |
| Gain/Pain (1M) | 5.83 | 1.27 |
| Payoff Ratio | 1.56 | 0.86 |
| Profit Factor | 1.5 | 1.12 |
| Common Sense Ratio | 1.97 | 1.02 |
| CPC Index | 1.25 | 0.56 |
| Tail Ratio | 1.31 | 0.91 |
| Outlier Win Ratio | 3.22 | 9.9 |
| Outlier Loss Ratio | 3.16 | 8.64 |
| MTD | 1.08% | -0.71% |
| 3M | 2.51% | -0.45% |
| 6M | 17.1% | 1.54% |
| YTD | 17.1% | 1.54% |
| 1Y | 17.1% | 1.54% |
| 3Y (ann.) | 37.83% | 3.15% |
| 5Y (ann.) | 37.83% | 3.15% |
| 10Y (ann.) | 37.83% | 3.15% |
| All-time (ann.) | 37.83% | 3.15% |
| Best Day | 2.91% | 4.46% |
| Worst Day | -2.58% | -3.82% |
| Best Month | 10.51% | 2.41% |
| Worst Month | -1.23% | -0.71% |
| Best Year | 17.1% | 1.54% |
| Worst Year | 17.1% | 1.54% |
| Avg. Drawdown | -1.16% | -1.7% |
| Avg. Drawdown Days | 9 | 33 |
| Recovery Factor | 3.29 | 0.47 |
| Ulcer Index | 0.02 | 0.03 |
| Serenity Index | 1.99 | 0.1 |
| Avg. Up Month | 3.97% | 1.32% |
| Avg. Down Month | -1.0% | -0.07% |
| Win Days | 53.23% | 57.72% |
| Win Month | 57.14% | 42.86% |
| Win Quarter | 66.67% | 33.33% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.22 |
| Alpha | - | 0.11 |
| Correlation | - | -27.14% |
| Treynor Ratio | - | -7.15% |
| Year | SPY | RNMN | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 17.10 | 1.54 | 0.09 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-11 | 2026-09-22 | -3.85 | 104 |
| 2026-04-30 | 2026-06-09 | -3.82 | 41 |
| 2026-04-27 | 2026-04-28 | -0.39 | 2 |
| 2026-03-27 | 2026-04-08 | -0.26 | 13 |
| 2026-04-10 | 2026-04-15 | -0.20 | 6 |