| Metric | SPY | SPCK |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 17.87% | 1.74% |
| CAGR﹪ | 18.02% | 1.75% |
| Sharpe | 1.04 | -0.25 |
| Prob. Sharpe Ratio | 84.73% | 40.3% |
| Smart Sharpe | 1.01 | -0.21 |
| Sortino | 1.51 | -0.35 |
| Smart Sortino | 1.47 | -0.29 |
| Sortino/√2 | 1.07 | -0.25 |
| Smart Sortino/√2 | 1.04 | -0.21 |
| Omega | 1.25 | 1.05 |
| Max Drawdown | -8.88% | -4.78% |
| Max DD Date | 2026-03-30 | 2026-09-04 |
| Max DD Period Start | 2026-01-28 | 2026-09-01 |
| Max DD Period End | 2026-04-13 | 2026-09-22 |
| Longest DD Days | 76 | 217 |
| Volatility (ann.) | 12.99% | 7.78% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 2.03 | 0.37 |
| Skew | -0.15 | 0.2 |
| Kurtosis | 1.05 | 8.36 |
| Ulcer Performance Index | 8.3 | 1.06 |
| Risk-Adjusted Return | 18.02% | 1.77% |
| Risk-Return Ratio | 0.08 | 0.02 |
| Avg. Return | 0.08% | 0.01% |
| Avg. Win | 0.7% | 0.29% |
| Avg. Loss | -0.68% | -0.34% |
| Win/Loss Ratio | 1.03 | 0.87 |
| Profit Ratio | 0.94 | 0.81 |
| Expected Daily | 0.07% | 0.01% |
| Expected Monthly | 1.27% | 0.13% |
| Expected Yearly | 8.57% | 0.86% |
| Kelly Criterion | 8.36% | -2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.8% |
| Expected Shortfall (cVaR) | -1.72% | -1.21% |
| Max Consecutive Wins | 7 | 9 |
| Max Consecutive Losses | 4 | 5 |
| Gain/Pain Ratio | 0.25 | 0.05 |
| Gain/Pain (1M) | 2.6 | 0.24 |
| Payoff Ratio | 1.03 | 0.87 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.69 | 0.48 |
| Tail Ratio | 0.99 | 1.02 |
| Outlier Win Ratio | 2.88 | 3.23 |
| Outlier Loss Ratio | 3.19 | 3.39 |
| MTD | 1.08% | -4.05% |
| 3M | 3.82% | -0.95% |
| 6M | 19.85% | 0.59% |
| YTD | 14.3% | 1.1% |
| 1Y | 17.87% | 1.74% |
| 3Y (ann.) | 18.02% | 1.75% |
| 5Y (ann.) | 18.02% | 1.75% |
| 10Y (ann.) | 18.02% | 1.75% |
| All-time (ann.) | 18.02% | 1.75% |
| Best Day | 2.91% | 3.04% |
| Worst Day | -2.7% | -2.58% |
| Best Month | 10.51% | 3.96% |
| Worst Month | -4.94% | -4.05% |
| Best Year | 14.3% | 1.1% |
| Worst Year | 3.13% | 0.63% |
| Avg. Drawdown | -1.71% | -2.22% |
| Avg. Drawdown Days | 13 | 68 |
| Recovery Factor | 1.94 | 0.42 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 1.16 | 0.16 |
| Avg. Up Month | 3.72% | 1.71% |
| Avg. Down Month | -0.95% | -0.9% |
| Win Days | 53.6% | 52.44% |
| Win Month | 76.92% | 53.85% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.0 |
| Alpha | - | 0.02 |
| Correlation | - | 0.57% |
| Treynor Ratio | - | 507.91% |
| Year | SPY | SPCK | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.13 | 0.63 | 0.20 | - |
| 2026 | 14.30 | 1.10 | 0.08 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-09-01 | 2026-09-22 | -4.78 | 22 |
| 2025-10-16 | 2026-05-20 | -2.58 | 217 |
| 2026-05-29 | 2026-08-28 | -2.41 | 92 |
| 2025-09-25 | 2025-10-03 | -1.05 | 9 |
| 2026-05-26 | 2026-05-27 | -0.27 | 2 |