AMFL[Strategy] vs INav[Benchmark]

10 Jan, 2025 - 15 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	82.0%	100.0%
Cumulative Return	35.93%	35.51%
CAGR﹪	22.55%	22.3%
Sharpe	5.41	8.45
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.74	5.83
Sortino	10.73	18.8
Smart Sortino	7.4	12.98
Sortino/√2	7.59	13.3
Smart Sortino/√2	5.24	9.18
Omega	2.54	2.54
Max Drawdown	-0.65%	-0.51%
Longest DD Days	9	9
Volatility (ann.)	2.5%	1.57%
R^2	0.2	0.2
Information Ratio	0.01	0.01
Calmar	34.56	43.92
Skew	0.45	0.43
Kurtosis	3.77	5.35
Expected Daily	0.08%	0.08%
Expected Monthly	1.63%	1.61%
Expected Yearly	16.59%	16.41%
Kelly Criterion	55.26%	76.16%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.18%	-0.08%
Expected Shortfall (cVaR)	-0.18%	-0.08%
Max Consecutive Wins	9	28
Max Consecutive Losses	2	2
Gain/Pain Ratio	3.29	9.08
Gain/Pain (1M)	-	-
Payoff Ratio	1.12	1.4
Profit Factor	4.29	10.08
Common Sense Ratio	9.15	39.56
CPC Index	3.67	12.16
Tail Ratio	2.13	3.92
Outlier Win Ratio	3.13	3.97
Outlier Loss Ratio	1.58	3.16
MTD	0.73%	0.57%
3M	4.33%	4.26%
6M	9.05%	8.87%
YTD	9.39%	9.55%
1Y	20.21%	20.0%
3Y (ann.)	22.55%	22.3%
5Y (ann.)	22.55%	22.3%
10Y (ann.)	22.55%	22.3%
All-time (ann.)	22.55%	22.3%
Best Day	0.99%	0.59%
Worst Day	-0.65%	-0.41%
Best Month	2.91%	3.2%
Worst Month	0.73%	0.57%
Best Year	24.26%	23.7%
Worst Year	9.39%	9.55%
Avg. Drawdown	-0.13%	-0.08%
Avg. Drawdown Days	2	2
Recovery Factor	55.06	69.95
Ulcer Index	0.0	0.0
Serenity Index	361.26	703.68
Avg. Up Month	1.63%	1.61%
Avg. Down Month	-	-
Win Days	76.36%	86.09%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.7	-
Alpha	0.06	-
Correlation	44.35%	-
Treynor Ratio	41.08%	-