AMFL[Strategy] vs INav[Benchmark]

10 Jan, 2025 - 13 Oct, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	91.0%	100.0%
Cumulative Return	19.61%	19.38%
CAGR﹪	26.72%	26.4%
Sharpe	5.49	8.61
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.7	5.79
Sortino	10.73	17.81
Smart Sortino	7.22	11.99
Sortino/√2	7.59	12.59
Smart Sortino/√2	5.11	8.48
Omega	2.56	2.56
Max Drawdown	-0.65%	-0.51%
Longest DD Days	9	9
Volatility (ann.)	3.01%	1.89%
R^2	0.19	0.19
Information Ratio	0.01	0.01
Calmar	40.94	51.99
Skew	0.34	0.08
Kurtosis	2.88	4.18
Expected Daily	0.09%	0.09%
Expected Monthly	1.81%	1.79%
Expected Yearly	19.61%	19.38%
Kelly Criterion	51.99%	72.69%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.22%	-0.1%
Expected Shortfall (cVaR)	-0.22%	-0.1%
Max Consecutive Wins	9	15
Max Consecutive Losses	2	2
Gain/Pain Ratio	2.82	6.86
Gain/Pain (1M)	-	-
Payoff Ratio	1.14	1.43
Profit Factor	3.82	7.86
Common Sense Ratio	8.75	21.78
CPC Index	3.24	9.42
Tail Ratio	2.29	2.77
Outlier Win Ratio	3.21	4.2
Outlier Loss Ratio	1.6	2.71
MTD	0.67%	0.62%
3M	5.96%	5.89%
6M	14.97%	14.72%
YTD	19.61%	19.38%
1Y	19.61%	19.38%
3Y (ann.)	26.72%	26.4%
5Y (ann.)	26.72%	26.4%
10Y (ann.)	26.72%	26.4%
All-time (ann.)	26.72%	26.4%
Best Day	0.99%	0.59%
Worst Day	-0.65%	-0.41%
Best Month	2.91%	3.2%
Worst Month	0.67%	0.62%
Best Year	19.61%	19.38%
Worst Year	19.61%	19.38%
Avg. Drawdown	-0.15%	-0.1%
Avg. Drawdown Days	2	3
Recovery Factor	30.05	38.17
Ulcer Index	0.0	0.0
Serenity Index	119.54	201.09
Avg. Up Month	1.81%	1.79%
Avg. Down Month	-	-
Win Days	74.43%	83.94%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.7	-
Alpha	0.07	-
Correlation	43.67%	-
Treynor Ratio	18.11%	-