| Metric | SPY | SPATX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 89.0% |
| Cumulative Return | 6.48% | 4.93% |
| CAGR﹪ | 13.27% | 10.02% |
| Sharpe | 0.78 | 1.48 |
| Prob. Sharpe Ratio | 70.87% | 85.4% |
| Smart Sharpe | 0.75 | 1.37 |
| Sortino | 1.14 | 2.25 |
| Smart Sortino | 1.09 | 2.08 |
| Sortino/√2 | 0.8 | 1.59 |
| Smart Sortino/√2 | 0.77 | 1.47 |
| Omega | 1.19 | 1.45 |
| Max Drawdown | -4.49% | -1.95% |
| Max DD Date | 2026-06-10 | 2026-07-02 |
| Max DD Period Start | 2026-06-03 | 2026-06-04 |
| Max DD Period End | 2026-07-31 | 2026-07-20 |
| Longest DD Days | 59 | 47 |
| Volatility (ann.) | 12.4% | 4.07% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 2.95 | 5.15 |
| Skew | -0.15 | 0.04 |
| Kurtosis | 0.59 | -0.15 |
| Ulcer Performance Index | 3.89 | 7.22 |
| Risk-Adjusted Return | 13.27% | 11.26% |
| Risk-Return Ratio | 0.07 | 0.15 |
| Avg. Return | 0.05% | 0.04% |
| Avg. Win | 0.61% | 0.23% |
| Avg. Loss | -0.65% | -0.25% |
| Win/Loss Ratio | 0.93 | 0.92 |
| Profit Ratio | 1.15 | 0.41 |
| Expected Daily | 0.05% | 0.04% |
| Expected Monthly | 0.9% | 0.69% |
| Expected Yearly | 6.48% | 4.93% |
| Kelly Criterion | -2.97% | 18.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -0.38% |
| Expected Shortfall (cVaR) | -1.63% | -0.47% |
| Max Consecutive Wins | 4 | 7 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.19 | 0.45 |
| Gain/Pain (1M) | 3.26 | 3.07 |
| Payoff Ratio | 0.93 | 0.92 |
| Profit Factor | 1.19 | 1.45 |
| Common Sense Ratio | 1.47 | 1.66 |
| CPC Index | 0.56 | 0.81 |
| Tail Ratio | 1.23 | 1.15 |
| Outlier Win Ratio | 2.66 | 3.48 |
| Outlier Loss Ratio | 3.07 | 1.84 |
| MTD | 1.47% | -0.72% |
| 3M | 1.46% | 3.6% |
| 6M | 6.48% | 4.93% |
| YTD | 6.48% | 4.93% |
| 1Y | 6.48% | 4.93% |
| 3Y (ann.) | 13.27% | 10.02% |
| 5Y (ann.) | 13.27% | 10.02% |
| 10Y (ann.) | 13.27% | 10.02% |
| All-time (ann.) | 13.27% | 10.02% |
| Best Day | 1.8% | 0.76% |
| Worst Day | -2.58% | -0.52% |
| Best Month | 4.52% | 2.94% |
| Worst Month | -1.03% | -0.72% |
| Best Year | 6.48% | 4.93% |
| Worst Year | 6.48% | 4.93% |
| Avg. Drawdown | -1.57% | -0.61% |
| Avg. Drawdown Days | 17 | 9 |
| Recovery Factor | 1.48 | 2.5 |
| Ulcer Index | 0.02 | 0.01 |
| Serenity Index | 0.91 | 1.11 |
| Avg. Up Month | 2.41% | 1.18% |
| Avg. Down Month | -0.97% | -0.44% |
| Win Days | 50.39% | 61.06% |
| Win Month | 57.14% | 57.14% |
| Win Quarter | 100.0% | 33.33% |
| Win Year | 100.0% | 100.0% |
| Beta | - | -0.04 |
| Alpha | - | 0.1 |
| Correlation | - | -10.66% |
| Treynor Ratio | - | -140.75% |
| Year | SPY | SPATX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 6.48 | 4.93 | 0.76 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-04 | 2026-07-20 | -1.95 | 47 |
| 2026-10-22 | 2026-11-04 | -1.71 | 14 |
| 2026-07-24 | 2026-08-13 | -0.89 | 21 |
| 2026-05-27 | 2026-05-29 | -0.68 | 3 |
| 2026-05-06 | 2026-05-08 | -0.46 | 3 |
| 2026-09-21 | 2026-09-22 | -0.43 | 2 |
| 2026-09-29 | 2026-10-09 | -0.43 | 11 |
| 2026-08-19 | 2026-08-20 | -0.37 | 2 |
| 2026-10-15 | 2026-10-20 | -0.36 | 6 |
| 2026-05-20 | 2026-05-22 | -0.23 | 3 |