| Metric | d_tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | TIAUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 71.47% | -45.92% |
| Max Drawdown | -2.26% | -63.5% |
| Sharpe | 8.49 | -0.71 |
| Sortino | 35.76 | -0.97 |
| Payoff Ratio | 1.28 | 0.77 |
| Profit Factor | 17.83 | 0.91 |
| Common Sense Ratio | 363.74 | 0.94 |
| CPC Index | 20.93 | 0.35 |
| Tail Ratio | 20.4 | 1.03 |
| Outlier Win Ratio | 21.79 | 1.86 |
| Outlier Loss Ratio | 21.93 | 1.41 |
| Volatility (ann.) | 13.29% | 103.91% |
| R^2 | 0.05 | 0.05 |
| Calmar | 90.32 | -1.13 |
| Skew | 1.47 | 0.07 |
| Kurtosis | 2.97 | 0.31 |
| Expected Daily % | 0.31% | -0.35% |
| Expected Monthly % | 8.01% | -8.41% |
| Expected Yearly % | 71.47% | -45.92% |
| Kelly Criterion | 84.94% | -14.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -9.15% |
| Expected Shortfall (cVaR) | -0.83% | -9.15% |
| Year | TIAUSD | d_tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -45.92 | 71.47 | -1.56 | + |
| Metric | d_tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | TIAUSD |
|---|---|---|
| MTD | 3.71% | 12.74% |
| 3M | 23.33% | -11.86% |
| 6M | 71.47% | -45.92% |
| YTD | 71.47% | -45.92% |
| 1Y | 71.47% | -45.92% |
| 3Y (ann.) | 204.05% | -71.85% |
| 5Y (ann.) | 204.05% | -71.85% |
| Metric | d_tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | TIAUSD |
|---|---|---|
| Max Drawdown | -2.26% | -63.5% |
| Longest DD Days | 13.0 | 168.0 |
| Avg. Drawdown | -0.32% | -23.26% |
| Avg. Drawdown Days | 2.0 | 57.0 |
| Recovery Factor | 31.63 | -0.72 |
| Ulcer Index | 0.91 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-01 | 2025-08-14 | -2.26 | 13 |
| 2025-04-10 | 2025-04-11 | -0.15 | 1 |
| 2025-04-19 | 2025-04-20 | -0.14 | 1 |
| 2025-05-18 | 2025-05-19 | -0.12 | 1 |
| 2025-06-03 | 2025-06-04 | -0.12 | 1 |
| 2025-07-08 | 2025-07-09 | -0.10 | 1 |
| 2025-07-24 | 2025-07-28 | -0.09 | 4 |
| 2025-08-31 | 2025-09-01 | -0.09 | 1 |
| 2025-09-05 | 2025-09-06 | -0.09 | 1 |
| 2025-04-02 | 2025-04-03 | -0.08 | 1 |
| Metric | d_tiausd_div_0.25_tpm:0.01__tp__tep:1.0_ | TIAUSD |
|---|---|---|
| Best Day | 3.34% | 17.16% |
| Worst Day | -2.16% | -13.97% |
| Best Week | 4.39% | 22.03% |
| Worst Week | -2.16% | -23.38% |
| Best Month | 13.53% | 15.99% |
| Worst Month | 3.44% | -28.63% |
| Best Year | 71.47% | -45.92% |
| Worst Year | 71.47% | -45.92% |
| Avg. Up Day | 0.57% | 4.45% |
| Avg. Down Day | -0.44% | -5.76% |
| Avg. Up Week | 2.3% | 8.1% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 6.12% | 14.37% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 91.54% | 50.29% |
| Win Month % | 100.0% | 28.57% |
| Win Week % | 96.3% | 48.15% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |