| Metric | SPY | SPATX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 89.0% |
| Cumulative Return | 17.87% | 15.96% |
| CAGR﹪ | 18.02% | 16.1% |
| Sharpe | 1.04 | 2.8 |
| Prob. Sharpe Ratio | 84.73% | 99.72% |
| Smart Sharpe | 1.01 | 2.75 |
| Sortino | 1.51 | 4.44 |
| Smart Sortino | 1.47 | 4.36 |
| Sortino/√2 | 1.07 | 3.14 |
| Smart Sortino/√2 | 1.04 | 3.08 |
| Omega | 1.25 | 1.82 |
| Max Drawdown | -8.88% | -1.95% |
| Max DD Date | 2026-03-30 | 2026-07-02 |
| Max DD Period Start | 2026-01-28 | 2026-06-04 |
| Max DD Period End | 2026-04-13 | 2026-07-20 |
| Longest DD Days | 76 | 50 |
| Volatility (ann.) | 12.99% | 3.94% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 2.03 | 8.27 |
| Skew | -0.15 | -0.12 |
| Kurtosis | 1.05 | -0.15 |
| Ulcer Performance Index | 8.3 | 27.99 |
| Risk-Adjusted Return | 18.02% | 18.09% |
| Risk-Return Ratio | 0.08 | 0.24 |
| Avg. Return | 0.07% | 0.07% |
| Avg. Win | 0.61% | 0.23% |
| Avg. Loss | -0.69% | -0.2% |
| Win/Loss Ratio | 0.89 | 1.17 |
| Profit Ratio | 0.94 | 0.39 |
| Expected Daily | 0.07% | 0.06% |
| Expected Monthly | 1.27% | 1.15% |
| Expected Yearly | 8.57% | 7.68% |
| Kelly Criterion | 1.4% | 34.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.35% |
| Expected Shortfall (cVaR) | -1.72% | -0.43% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 4 | 3 |
| Gain/Pain Ratio | 0.25 | 0.82 |
| Gain/Pain (1M) | 2.6 | 50.98 |
| Payoff Ratio | 0.89 | 1.17 |
| Profit Factor | 1.25 | 1.82 |
| Common Sense Ratio | 1.24 | 2.15 |
| CPC Index | 0.59 | 1.37 |
| Tail Ratio | 0.99 | 1.18 |
| Outlier Win Ratio | 2.88 | 3.15 |
| Outlier Loss Ratio | 3.19 | 2.01 |
| MTD | 1.08% | 2.28% |
| 3M | 3.82% | 5.53% |
| 6M | 19.85% | 7.49% |
| YTD | 14.3% | 13.17% |
| 1Y | 17.87% | 15.96% |
| 3Y (ann.) | 18.02% | 16.1% |
| 5Y (ann.) | 18.02% | 16.1% |
| 10Y (ann.) | 18.02% | 16.1% |
| All-time (ann.) | 18.02% | 16.1% |
| Best Day | 2.91% | 0.76% |
| Worst Day | -2.7% | -0.54% |
| Best Month | 10.51% | 2.28% |
| Worst Month | -4.94% | -0.3% |
| Best Year | 14.3% | 13.17% |
| Worst Year | 3.13% | 2.46% |
| Avg. Drawdown | -1.71% | -0.46% |
| Avg. Drawdown Days | 13 | 8 |
| Recovery Factor | 1.94 | 7.65 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 1.16 | 4.45 |
| Avg. Up Month | 2.41% | 1.15% |
| Avg. Down Month | -1.03% | -0.3% |
| Win Days | 53.6% | 64.41% |
| Win Month | 76.92% | 92.31% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.01 |
| Alpha | - | 0.15 |
| Correlation | - | -3.52% |
| Treynor Ratio | - | -1492.93% |
| Year | SPY | SPATX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 2.46 | 0.79 | - |
| 2026 | 14.30 | 13.17 | 0.92 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-07-20 | -1.95 | 47 |
| 2026-04-08 | 2026-04-27 | -1.45 | 20 |
| 2025-11-12 | 2025-12-31 | -1.10 | 50 |
| 2026-07-24 | 2026-08-12 | -0.89 | 20 |
| 2025-10-01 | 2025-10-23 | -0.72 | 23 |
| 2026-05-27 | 2026-05-29 | -0.68 | 3 |
| 2026-03-03 | 2026-03-11 | -0.62 | 9 |
| 2026-01-09 | 2026-01-21 | -0.56 | 13 |
| 2026-03-23 | 2026-03-23 | -0.46 | 1 |
| 2026-04-30 | 2026-05-01 | -0.46 | 2 |