GOOG USD[Strategy] vs ^GSPC USD[Benchmark]

7 Jan, 2010 - 24 Aug, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	100.0%	100.0%
Cumulative Return	2,228.78%	570.31%
CAGR﹪	20.83%	12.11%
Sharpe	0.58	0.36
Prob. Sharpe Ratio	11.55%	7.45%
Smart Sharpe	0.56	0.35
Sortino	0.85	0.5
Smart Sortino	0.83	0.48
Sortino/√2	0.6	0.35
Smart Sortino/√2	0.58	0.34
Omega	1.11	1.11
Max Drawdown	-44.6%	-33.92%
Longest DD Days	797	745
Volatility (ann.)	27.87%	17.2%
R^2	0.46	0.46
Information Ratio	0.03	0.03
Calmar	0.47	0.36
Skew	0.4	-0.36
Kurtosis	7.58	12.78
Expected Daily	0.08%	0.05%
Expected Monthly	1.59%	0.96%
Expected Yearly	20.34%	11.84%
Kelly Criterion	5.61%	6.07%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.8%	-1.73%
Expected Shortfall (cVaR)	-2.8%	-1.73%
Max Consecutive Wins	10	9
Max Consecutive Losses	13	9
Gain/Pain Ratio	0.16	0.15
Gain/Pain (1M)	0.93	0.95
Payoff Ratio	1.0	0.93
Profit Factor	1.16	1.15
Common Sense Ratio	1.2	1.09
CPC Index	0.61	0.59
Tail Ratio	1.03	0.95
Outlier Win Ratio	3.06	5.32
Outlier Loss Ratio	3.32	5.35
MTD	-3.38%	2.18%
3M	-9.17%	2.4%
6M	10.56%	11.92%
YTD	9.81%	11.79%
1Y	66.69%	18.34%
3Y (ann.)	39.25%	21.67%
5Y (ann.)	19.78%	11.66%
10Y (ann.)	24.46%	13.34%
All-time (ann.)	20.83%	12.11%
Best Day	16.05%	9.52%
Worst Day	-11.1%	-11.98%
Best Month	33.15%	12.68%
Worst Month	-17.67%	-12.51%
Best Year	65.17%	29.6%
Worst Year	-38.67%	-19.44%
Avg. Drawdown	-4.03%	-1.81%
Avg. Drawdown Days	33	19
Recovery Factor	49.97	16.81
Ulcer Index	0.12	0.07
Serenity Index	13.87	7.02
Avg. Up Month	6.98%	3.58%
Avg. Down Month	-6.39%	-4.07%
Win Days	52.92%	54.62%
Win Month	60.0%	65.5%
Win Quarter	61.19%	76.12%
Win Year	76.47%	76.47%
Beta	1.1	-
Alpha	0.09	-
Correlation	67.62%	-
Treynor Ratio	2028.24%	-