| Metric | SPY | SHRIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 42.0% |
| Cumulative Return | 6.48% | 7.49% |
| CAGR﹪ | 13.27% | 15.4% |
| Sharpe | 0.78 | 8.58 |
| Prob. Sharpe Ratio | 70.87% | 100.0% |
| Smart Sharpe | 0.75 | 7.76 |
| Sortino | 1.14 | 53.5 |
| Smart Sortino | 1.09 | 48.37 |
| Sortino/√2 | 0.8 | 37.83 |
| Smart Sortino/√2 | 0.77 | 34.21 |
| Omega | 1.19 | - |
| Max Drawdown | -4.49% | - |
| Max DD Date | 2026-06-10 | - |
| Max DD Period Start | 2026-06-03 | - |
| Max DD Period End | 2026-07-31 | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 12.4% | 1.23% |
| R^2 | 0.05 | 0.05 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 2.95 | - |
| Skew | -0.15 | 1.31 |
| Kurtosis | 0.59 | 1.39 |
| Ulcer Performance Index | 3.89 | - |
| Risk-Adjusted Return | 13.27% | 36.67% |
| Risk-Return Ratio | 0.07 | 0.73 |
| Avg. Return | 0.24% | 0.14% |
| Avg. Win | 0.74% | 0.15% |
| Avg. Loss | - | - |
| Win/Loss Ratio | - | - |
| Profit Ratio | 1.15 | - |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 0.9% | 1.04% |
| Expected Yearly | 6.48% | 7.49% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.07% |
| Expected Shortfall (cVaR) | -1.63% | -0.07% |
| Max Consecutive Wins | 4 | 4 |
| Max Consecutive Losses | 4 | 0 |
| Gain/Pain Ratio | 0.19 | - |
| Gain/Pain (1M) | 3.26 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.19 | 0.0 |
| Common Sense Ratio | 1.47 | - |
| CPC Index | - | - |
| Tail Ratio | 1.23 | - |
| Outlier Win Ratio | 2.66 | 5.41 |
| Outlier Loss Ratio | 3.07 | - |
| MTD | 1.47% | 0.22% |
| 3M | 1.46% | 4.98% |
| 6M | 6.48% | 7.49% |
| YTD | 6.48% | 7.49% |
| 1Y | 6.48% | 7.49% |
| 3Y (ann.) | 13.27% | 15.4% |
| 5Y (ann.) | 13.27% | 15.4% |
| 10Y (ann.) | 13.27% | 15.4% |
| All-time (ann.) | 13.27% | 15.4% |
| Best Day | 1.8% | 0.33% |
| Worst Day | -2.58% | 0.0% |
| Best Month | 4.52% | 1.8% |
| Worst Month | -1.03% | 0.22% |
| Best Year | 6.48% | 7.49% |
| Worst Year | 6.48% | 7.49% |
| Avg. Drawdown | -1.57% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1.48 | - |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 0.91 | - |
| Avg. Up Month | 2.18% | 0.87% |
| Avg. Down Month | - | - |
| Win Days | 50.39% | 100.0% |
| Win Month | 57.14% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.02 |
| Alpha | - | 0.14 |
| Correlation | - | 21.51% |
| Treynor Ratio | - | 349.84% |
| Year | SPY | SHRIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 7.49 | 1.15 | + |
| Started | Recovered | Drawdown | Days |
|---|