| Metric | tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | TIAUSD |
|---|---|---|
| Time in Market | 42.0% | 87.0% |
| Cumulative Return | 74.81% | -44.72% |
| Max Drawdown | -3.87% | -65.48% |
| Sharpe | 0.2 | -0.01 |
| Sortino | 0.58 | -0.02 |
| Payoff Ratio | 0.02 | 1.46 |
| Profit Factor | 7.65 | 1.0 |
| Common Sense Ratio | inf | 0.98 |
| CPC Index | 0.13 | 0.74 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 737.38 | 2.04 |
| Outlier Loss Ratio | 1.58 | 1.6 |
| Volatility (ann.) | 0.44% | 3.14% |
| R^2 | 0.0 | 0.0 |
| Calmar | 55.85 | -1.08 |
| Skew | 57.84 | 0.54 |
| Kurtosis | 9875.41 | 144.57 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 8.31% | -8.12% |
| Expected Yearly % | 74.81% | -44.72% |
| Kelly Criterion | 96.17% | 16.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.27% |
| Expected Shortfall (cVaR) | -0.04% | -0.27% |
| Year | TIAUSD | tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -44.72 | 74.81 | -1.67 | + |
| Metric | tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | TIAUSD |
|---|---|---|
| MTD | 2.24% | 16.42% |
| 3M | 23.33% | 2.88% |
| 6M | 74.81% | -44.72% |
| YTD | 74.81% | -44.72% |
| 1Y | 74.81% | -44.72% |
| 3Y (ann.) | 216.38% | -70.55% |
| 5Y (ann.) | 216.38% | -70.55% |
| Metric | tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | TIAUSD |
|---|---|---|
| Max Drawdown | -3.87% | -65.48% |
| Longest DD Days | 13.0 | 169.0 |
| Avg. Drawdown | -0.22% | -2.25% |
| Avg. Drawdown Days | 0.0 | 3.0 |
| Recovery Factor | 19.31 | -0.68 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-31 | 2025-08-13 | -3.87 | 13 |
| 2025-03-24 | 2025-03-24 | -0.16 | 0 |
| 2025-03-28 | 2025-03-28 | -0.15 | 0 |
| 2025-04-01 | 2025-04-02 | -0.15 | 1 |
| 2025-04-05 | 2025-04-05 | -0.15 | 0 |
| 2025-04-09 | 2025-04-10 | -0.15 | 0 |
| 2025-04-14 | 2025-04-14 | -0.14 | 0 |
| 2025-04-18 | 2025-04-19 | -0.14 | 1 |
| 2025-04-22 | 2025-04-22 | -0.14 | 0 |
| 2025-04-26 | 2025-04-26 | -0.14 | 0 |
| Metric | tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | TIAUSD |
|---|---|---|
| Best Day | 3.47% | 7.46% |
| Worst Day | -3.68% | -6.94% |
| Best Week | 4.53% | 28.01% |
| Worst Week | -2.16% | -20.36% |
| Best Month | 13.53% | 21.08% |
| Worst Month | 2.24% | -36.93% |
| Best Year | 74.81% | -44.72% |
| Worst Year | 74.81% | -44.72% |
| Avg. Up Day | 0.0% | 0.13% |
| Avg. Down Day | -0.08% | -0.09% |
| Avg. Up Week | 2.49% | 9.94% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 5.34% | 18.75% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 99.93% | 50.36% |
| Win Month % | 100.0% | 28.57% |
| Win Week % | 96.3% | 40.74% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |